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題名:獲獎基金擇股、擇時能力與平均風格之分析
書刊名:臺灣金融財務季刊
作者:李顯儀 引用關係廖婉琳
作者(外文):Lee, Hsien-yiLiao, Wan-lin
出版日期:2012
卷期:13:3
頁次:頁69-92
主題關鍵詞:共同基金擇股能力擇時能力平均風格Mutual fundStock picking abilityMarket timing abilityAverage style
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(2) 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:2
  • 共同引用共同引用:33
  • 點閱點閱:94
Other
1.Wermers, R.(2000)。Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expense。  new window
期刊論文
1.Kaushik, Abhay、Barnhart, Scott W.(2009)。Do mutual funds with few holdings outperform the market?。Journal of Asset Management,9(6),398-408。  new window
2.許培基、陳軒基、杜明哲(20031000)。共同基金持股之績效解構與資訊內涵。證券市場發展,15(3)=59,1-25。new window  延伸查詢new window
3.Chen, H. L.、Jegadeesh, N.、Wermers, R.(2000)。The value of active mutual fund management: An examination of the stockholdings and trades of mutual fund managers。Journal of Financial and Quantitative Analysis,35(3),343-368。  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.Chang, Eric C.、Lewellen, Wilbur G.(1984)。Market timing and mutual fund investment performance。Journal of Business,57(1),57-72。  new window
6.高蘭芬、陳安琳、湯惠雯、曹美蘭(20050900)。共同基金績效之衡量--模擬分析法之應用。中山管理評論,13(3),667-694。new window  延伸查詢new window
7.Henriksson, Roy D.、Merton, Robert C.(1981)。On market timing and investment performance II: Statistical procedures for evaluating forecasting skills。Journal of Business,54(4),513-533。  new window
8.Pagan, A. R.、Sossounov, K. A.(2003)。A Simple Framework for Analyzing Bull and Bear Markets。Journal of Applied Econometrics,18(1),23-46。  new window
9.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
10.Fabozzi, Frank J.、Francis, Jack C.(1979)。Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination。Journal of Finance,34(5),1243-1250。  new window
11.Daniel, Kent、Grinblatt, Mark、Titman, Sheridan、Wermers, Russ(1997)。Measuring Mutual Fund Performance with Characteristic-based Benchmarks。Journal of Finance,52(3),1035-1058。  new window
12.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
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.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1992)。The Impact of Institutional Trading on Stock Prices。Journal of Financial Economics,32(1),23-43。  new window
15.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance,48(1),65-91。  new window
其他
1.Blake, D. and A. Timmermann(1998)。Mutual Fund Performance: Evidence from the UK。  new window
2.Chen, Y., W. Ferson and H. Peters(2010)。Measuring the Timing Ability and Performance of Bond Mutual Funds,。  new window
3.Christopherson, J. A., W. E. Ferson and A. L. Turner(1999)。Performance Evaluation Using Condition Alphas and Betas,。  new window
4.Ennis, R. M. and M. D. Sebastian(2003)。A Critical look at the case for hedge funds: lessons from the bubble。  new window
5.Fong, K., D. R. Gallagher and A. D. Lee(2008)。Benchmarking Benchmarks: Measuring Characteristic Selectivity Using Portfolio Holdings Data。  new window
6.Fung, H. G., X. E. Xu and J. Yau(2002)。Global Hedge Funds: Risk, Return, and Market Timing。  new window
7.Ippolito, R. A.(1992)。Consumer Reaction to Measure Poor Quality: Evidence from Mutual Fund Industry。  new window
8.Rodriguez, J.(2008)。Market timing: A global endeavor。  new window
9.Santos, A., J. Tusi, N. Jr Da Costa and S. Da Silva(2005)。Evaluating Brazilian mutual funds with stochastic frontiers。  new window
10.Treynor, J. L. and K. K. Mazuy(1966)。Can mutual funds outguess the markets。  new window
 
 
 
 
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