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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Sharpe, W. F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Grinblatt, M.、Titman, S.(1989)。Mutual fund performance: an analysis of quarterly portfolio holdings。Journal of Business,62(3),393-416。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Malkiel, B. G.(1995)。Returns from Investing in Equity Mutual Funds 1971-1991。Journal of Finance,50(2),549-572。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Jensen, M. C.(1968)。The Performance of Mutual Funds in the Period 1945-1964。The Journal of Finance,23(2),389-416。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Gruber, M. J.(1996)。Another puzzle: The growth in actively managed mutual funds。Journal of Finance,51,783-810。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |