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題名:投資組合持股調整與績效之實證研究--以臺灣50成分股為例
書刊名:國立虎尾科技大學學報
作者:許江河 引用關係許淑斐
作者(外文):Hsu, PhilipHsu, Shu-fei
出版日期:2012
卷期:30:4
頁次:頁27-38
主題關鍵詞:臺灣50成分股報酬率預測風險預測相關係數預測投資組合績效Taiwan 50 index constituentsForecast of returnForecast of riskPrediction of correlation coefficientPortfolio performanc
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(1) 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:1
  • 共同引用共同引用:0
  • 點閱點閱:33
期刊論文
1.Edelen, Roger M.(1999)。Investor Flows and the Assessed Performance of Open-end Mutual Funds。Journal of Financial Economics,53(3),439-466。  new window
2.Sharpe, W. F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。  new window
3.Grinblatt, M.、Titman, S.(1989)。Mutual fund performance: an analysis of quarterly portfolio holdings。Journal of Business,62(3),393-416。  new window
4.Chalmers, J. M. R.、Edelen, R. M.、Kadlec, G. B.(2001)。On the Perils of Financial Intermediaries Setting Security Prices: The Mutual Fund Wild Card Option。Journal of Finance,56(6),2209-2236。  new window
5.Eakins, Stanley G.、Stansell, Stanley(2007)。An examination of alternative portfolio rebalancing strategies applied to sector funds。Journal of Asset Management,8(1),1-8。  new window
6.Edwin J. Elton,、Martin J. Gruber,、Jonathan Spitzer.(2006)。Improved Estimates of Correlation and their Impact on the Optimum Portfolios。European Financial Management,12(3),303-318。  new window
7.Scott Below, Ph.D.,、Joe Kiely, Ph.d ,、Robert Prati, Ph.D.(2009)。Style index rebalancing for better diversification: lessons from broad market and equity style indexe。Financial Services Review,18(3),231-248。  new window
8.Malkiel, B. G.(1995)。Returns from Investing in Equity Mutual Funds 1971-1991。Journal of Finance,50(2),549-572。  new window
9.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。  new window
10.Bollerslev, Tim(1987)。A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return。The Review of Economics and Statistics,69(3),542-547。  new window
11.Jensen, M. C.(1968)。The Performance of Mutual Funds in the Period 1945-1964。The Journal of Finance,23(2),389-416。  new window
12.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。  new window
13.Chevalier. J.、Ellison, G.(1999)。Are Some Mutual Fund Managers Better than Others? Cross-Sectional Patterns in Behavior and Performance。Journal of Finance,54,875-899。  new window
14.Gruber, M. J.(1996)。Another puzzle: The growth in actively managed mutual funds。Journal of Finance,51,783-810。  new window
 
 
 
 
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