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題名:基金管理策略對績效之影響
書刊名:管理與資訊學報
作者:闕河士 引用關係菅瑞昌 引用關係方怡 引用關係劉怡欣
作者(外文):Chueh, HoraceChien, AndyFang, YiLiu, Yi-sin
出版日期:2011
卷期:16
頁次:頁37-70
主題關鍵詞:共同基金基金績效基金管理策略Mutual fundsFund performanceFund management strategy
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:26
  • 點閱點閱:64
期刊論文
1.Yan, X. S.(2008)。Liquidity, Investment Style, and the Relation between Fund Size and Fund Performance。Journal of Financial and Quantitative Analysis,43(3),741-767。  new window
2.Indro, Daniel C.、Jiang, Christine X.、Hu, Michael Y.、Lee, Wayne Y.(1999)。Mutual Fund Performance: Does Fund Size Matter?。Financial Analysts Journal,55(3),74-87。  new window
3.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。  new window
4.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。new window  延伸查詢new window
5.Acharya, V. V.、Pedersen, L. H.(2005)。Asset pricing with liquidity risk。Journal of Financial Economics,77(2),375-410。  new window
6.Treynor, Jack L.(1965)。How to rate management of investment funds?。Harvard Business Review,43(1),63-75。  new window
7.Sharpe, William F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。  new window
8.Fama, Eugene F.、French, Kenneth R.(1996)。Multifactor Explanations of Asset Pricing Anomalies。Journal of Finance,51(1),55-84。  new window
9.Pástor, Ľuboš、Stambaugh, Robert F.(2003)。Liquidity Risk and Expected Stock Returns。Journal of Political Economy,111(3),642-685。  new window
10.Cremers, Martijn、Petajisto, Antti(2009)。How active is your fund manager? A new measure that predicts performance。Review of Financial Studies,22,3329-3365。  new window
11.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。  new window
12.White, Halbert L. Jr.(1980)。A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity。Econometrica: Journal of the Econometric Society,48(4),817-838。  new window
13.Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance,23(2),389-416。  new window
14.Amihud, Yakov(2002)。Illiquidity and Stock Returns: Cross- section and Time-series Effects。Journal of Financial Markets,5(1),31-56。  new window
15.彭雅惠、林盟強(2006)。臺灣開放型共同基金效率與影響因素之研究。玄奘管理學報,3,81-99。new window  延伸查詢new window
16.傅澤偉、林曼莉、審孟賢(2006)。公開資訊與資金特性對股票型基金績效之影響。真理財經學報,15,47-76。new window  延伸查詢new window
17.Brands, S.、Brown, S. J.、Gallagher, D.R.(2006)。Portfolio Concentration and Investment Manager Performance。International Review of Finance,5,149-174。  new window
18.Carhart, M.(1997)。On Persistence in Mutual Fund Returns。Journal of Finance,52,57-82。  new window
19.Chen, J.、Hong, H.、Huang, M.、Kubik, J.(2004)。Does Fund Size Erode Performance? Liquidity, Organizational, Diseconomies and Active Money Management。American Economic Review,94,1276-1302。  new window
20.Jan, Y. C.、Hung, M. W.(2003)。Mutual Fund and Attributes and Performance。Financial Service Review,12,165-178。  new window
21.Kacperczyk, M. T.、Sialm, C.、Zheng, L.(2005)。On Industry Concentration of Actively Managed Equity Mutual Funds。Journal of Finance,60,1983-2011。  new window
研究報告
1.Wermers, R.(2003)。Is money really smart? New evidence on the relation between mutual fund flows, manager behavior, and performance persistence。Maryland:University of Maryland。  new window
2.Amihud, Y.、Goyenko, R.(2009)。Mutual Fund's R2 as Predictor of Performance。  new window
 
 
 
 
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