期刊論文1. | Elton, E. J.、Gruber, M. J.、Blake, C. R.(1996)。The persistence of risk-adjusted mutual fund performance。Journal of Business,69(2),133-157。 |
2. | Grinblatt, Mark、Titman, Sheridan(1994)。A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques。Journal of Financial and Quantitative Analysis,29,419-444。 |
3. | 陳安琳、洪嘉苓、李文智(20011000)。共同基金經理團隊屬性與基金績效之研究。證券市場發展,13(3)=51,1-27。 延伸查詢 |
4. | Golec, J. H.(1996)。The Effects of Mutual Fund Managers' Characteristics on Their Portfolio Performance, Risk and Fees。Financial Services Review,5(2),133-147。 |
5. | Ippolito, R. A.(1989)。Efficiency with Costly Information: A Study of Mutual Fund Performance, 1965-1984。The Quarterly Journal of Economics,104(1),1-24。 |
6. | Treynor, J. L.、Mazuy, K. K.(1966)。Can Mutual Funds Outguess the Market?。Harvard Business Review,44(4),131-136。 |
7. | Chang, Eric C.、Lewellen, Wilbur G.(1984)。Market timing and mutual fund investment performance。Journal of Business,57(1),57-72。 |
8. | Bollen, W. D. B.、Busse, J. A.(2001)。On the timing ability of mutual fund managers。The Journal of Finance,3,1075-1095。 |
9. | Henriksson, R. D.(1984)。Market Timing and Mutual Fund Performance: An Empirical Investigation。Journal of Business,57(1),73-96。 |
10. | Chevalier, J.、Ellison, G.(1999)。Are Some Mutual Fund Managers Better than Others? Cross-Sectional Patterns in Behavior and Performance。Journal of Finance,54(3),875-900。 |
11. | Grinblatt, Mark、Titman, Sheridan(1989)。Mutual fund performance: an analysis of quarterly portfolio holdings。Journal of Business,62(3),393-416。 |
12. | 黃介良(19980000)。臺灣退休基金資產配置之研究。證券市場發展,10(3)=39,135-164。 延伸查詢 |
13. | 邱顯比(19970400)。臺灣退休基金資產分配之試評。證券市場發展,9(2)=34,29-57。 延伸查詢 |
14. | Merton, R. C.(1981)。On Market Timing and Investment Performance I: An Equilibrium Theory of Value for Market Forecasts。Journal of Business,54,363-406。 |
15. | Wermers, R.(2000)。Mutual Fund Performance: An Empirical Decomposition into Stock-Picking, Talent, Style, Transactions Costs, and Expense。Journal of Finance,55(4),1655-1703。 |
16. | Treynor, Jack L.(1965)。How to rate management of investment funds?。Harvard Business Review,43(1),63-75。 |
17. | Sharpe, William F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。 |
18. | Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。 |
19. | Brown, Stephen J.、Goetzmann, William N.(1995)。Performance Persistence。Journal of Finance,50(2),679-698。 |
20. | Titman, Sheridan、Grinblatt, Mark(1992)。The Persistence of Mutual Fund Performance。The Journal of Finance,47(5),1977-1984。 |
21. | Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics,33(1),3-56。 |
22. | Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance,23(2),389-416。 |
23. | Chen, C. R.、Lee, C. F.、Rahman, S.、Chan, A.(1992)。A Cross-sectional Analysis of Mutual Funds Market Timing and Securities Selection Skill。Journal of Business Finance & Accounting,19,659-675。 |
24. | Jiang, W.(2003)。A Non-parametric Test of Market Timing。Journal of Empirical Finance,10,399-425。 |
25. | Goetzmann, W. N.、Ibbotson, R. G.(1994)。Do Winners Repeat? Patterns in Mutual Fund Return Behavior。The Journal of Portfolio Management,20,9-17。 |
26. | Fortin, R.、Michelson, S.、Wagner, J. J.(1999)。Does Mutual Fund Manager Tenure Matter?。Journal of Financial Planning,12,72-79。 |
27. | Rao, S. P. U.(2000)。Market Timing and Mutual Fund Performance。American Business Review,18,75-79。 |
28. | Henriksson, R. D.、Merton, R. C.(1981)。On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skill。The Journal of Business,54,513-533。 |
29. | Malkiel, B. G.(1995)。Returns form Investing in Equity Mutual Funds 1971 to 1991。The Journal of Finance,50,549-572。 |
30. | Chen, C. R.、Stockum, S.(1986)。Selectivity, Market Timing, and Random Beta Behavior of Mutual Funds: A Generalized Model。The Journal of Financial Research,9,87-96。 |
31. | Coggin, T. D.、Fabozzi, F. J.、Rahman, S.(1993)。The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation。The Journal of Finance,48,1039-1055。 |