期刊論文| 1. | 張金鶚(20041200)。日本不動產證券化之實施經驗與其對不動產市場影響探討。住宅學報，13(2)，89-116。 延伸查詢 |
| 2. | 陳明吉、蔡怡純、李曉盈(200909)。不動產投資信託基金在投資組合中之角色與貢獻度分析。亞太經濟管理評論，13(1)，73-92。 延伸查詢 |
| 3. | 鄭佩宜、張金鶚、白金安(200803)。臺灣不動產投資信託之表現與投資組合。臺灣銀行季刊，59(1)，18-34。 延伸查詢 |
| 4. | Garvey, R.、Santry, G.、Stevenson, S.(2001)。The Linkages Between Real Estate Securities in the Asia Pacific。Pacific Research Property Research Journal，7，240-258。  |
| 5. | Howe, J. S.、Shilling, J. D.(1990)。REITs Advisor Performance。Journal of the American Real Estate and Urban Economics Association，18，479-500。 |
| 6. | Markowitz, H. M.(1952)。Protfolio Selection。Journal of Finance，1，77-91。 |
| 7. | Matysiak, G. A.、Brown, G. R.(1997)。A Time-Varying Analysis of Abnormal Performance of U.K。Property Companies, Applied Financial Economics，7，367-77。 |
| 8. | Redman, A. L.、Manakyan, H.(1995)。A Multivariate Analysis of REITs Performance by Financial and Real Asset Portfolio Characteristics。Journal of Real Estate Finance and Economics，10，169-175。 |
| 9. | Wang, K.、Erickson, J.(1997)。The Stock Performance of securitized Real Estate and Master Limited Partnerships。Real Estate Economics，25，295-319。 |
| 10. | Glascock, J. L.(1991)。Market Conditions, Risk, and Real Estate Portfolio Returns: Some Empirical Evidence。Journal of Real Estate Finance and Economics，4，367-373。 |
| 11. | Mull, S. R.、Soenen, L. A.(1997)。U.S. REITs as an Asset Class in International Investment Portfolios。Financial Analysts Journal，53(2)，55-61。 |
| 12. | Lee, S.、Stevenson, S.(2005)。The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run。Journal of Real Estate Portfolio Management，11(2)，55-80。 |
| 13. | Chen, Hsuan-Chi、Ho, Keng-Yu、Lu, Chiuling、Wu, Cheng-Huan(2005)。Real estate investment trusts: An asset allocation perspective。Journal of Portfolio Management，31(5)，46-54。 |
| 14. | Chiang, K. C. H.、Lee, M. L.(2007)。Spanning Tests on Public and Private Real Estate。Journal of Real Estate Portfolio Management，13(1)，7-15。 |
| 15. | Treynor, Jack L.(1965)。How to rate management of investment funds?。Harvard Business Review，43(1)，63-75。 |
| 16. | Sharpe, William F.(1966)。Mutual fund performance。Journal of Business，39(1)，119-138。 |
| 17. | Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics，52(2)，169-210。 |
| 18. | 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。 |
| 19. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica，55(2)，251-276。 |
| 20. | Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance，23(2)，389-416。 |
| 21. | Chen, K. C.、Hendershott, P.、Sanders, A. B.(1990)。Risk and Return on Real Estate: Evidence from Equity REITs。AREUEA Journal，18(4)，431-452。 |
| 22. | Giliberto, M. S.(1990)。Equity Real Estate Investment Trust and Real Estate Returns。Journal of Real Estate Research，5，259-263。 |
| 23. | Ooi, J. T. L.、Liow, K. H.(2004)。Risk-Adjusted Performance of Real Estate Stocks: Evidence from Developing Markets。Journal of Real Estate Research，26(4)，371-395。 |