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題名:A Concentration Analysis of Domestic Equity Mutual Funds
書刊名:財務金融學刊
作者:洪碧霞 引用關係李顯儀 引用關係
作者(外文):Hung, Pi-hsiaLee, Hsien-yi
出版日期:2013
卷期:21:1
頁次:頁83-122
主題關鍵詞:集中投資型基金擇股能力擇時能力基金特性績效持續性Concentrated equity fundsStock picking abilityMarket timing abilityFund characteristicsPerformance persistence
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(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:78
期刊論文
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2.Levy, A.、Livingston, M.(1995)。The gains from diversification reconsidered: transaction costs and superior information。Financial Markets, Institutions, and Instruments,4(3),1-60。  new window
3.Chen, J.、Hong, H.、Huang, M.、Kubik, J.。Does Fund Size Erode Performance? Liquidity, Organizational Diseconomies and Active Money Management。American Economic Review,94(5),1276–1302。  new window
4.Blake, David、Timmermann, Allan(1998)。Mutual Fund Performance: Evidence from the UK。European Finance Review,2(1),57-77。  new window
5.Elton, Edwin J.、Gruber, Martin J.(1977)。Risk Reduction and Portfolio Size: An Analytical Solution。Journal of Business,50(4),415-437。  new window
6.Frank, Mary M.、James Poterba、Douglas A. Shackelford、John B. Shoven(2004)。Copycat funds: Information disclosure regulation and the returns to active management in the mutual fund industry。Journal of Law and Economics,47(2),515-541。  new window
7.Henriksson, Roy D.、Robert C. Merton(1981)。On market timing and investmentperformance. II. Statistical procedure for evaluating forecasting skills。Journal of Business,54(4),513-533。  new window
8.Keswani, Aneel、David Stolin(2006)。Mutual fund performance persistence and competition: A cross-sector analysis。Journal of Financial Research,29(3),349-366。  new window
9.Statman, Meir(1987)。How many stocks make a diversified portfolio?。Journal of Financial and Quantitative Analysis,22(3),353-363。  new window
10.Chen, Hsiu-lang、Jegadeesh, N.、Wermers, R.(2000)。The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers。Journal of Financial and Quantitative Analysis,35(3),343-368。  new window
11.Treynor, Jack L.、Mazuy, Kay K.(1966)。Can mutual fund outguess the market?。Harvard Business Review,44(4),131-136。  new window
12.Santos, Andre、Tusi, Joao、Da Costa, Newton Jr.、Da Silva, Sergio(2005)。Evaluating Brazilian Mutual Funds with Stochastic Frontiers。Economics Bulletin,13(2),1-6。  new window
13.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
14.Prather, Laurie、Bertin, William J.、Henker, Thomas(2004)。Mutual fund characteristics, managerial attributes, and fund performance。Review of Financial Economics,13(4),305-326。  new window
15.Kacperczyk, Marcin、Clemens Sialm、Lu Zheng(2005)。On the industry concentration of actively managed equality mutual funds。Journal of Finance,60(4),1983-2011。  new window
16.Bollen, Nicolas P. B.、Busse, Jeffrey A.(2004)。Short-term persistence in mutual fund performance。Review of Financial Studies,18(2),569-597。  new window
17.Nanda, V.、Wang, Z. J.、Zheng, L.(2004)。Family values and the star phenomenon: Strategies of mutual fund families。The Review of Financial Studies,17(3),667-698。  new window
18.Jensen, M. C.(1968)。The performance of mutual fund in the period 1945-1964。Journal of Finance,23(2),389-416。  new window
19.Coval, Joshua D.、Moskowitz, Tobias J.(1999)。Home Bias at Home: Local Equity Preference in Domestic Portfolios。The Journal of Finance,54(6),2045-2073。  new window
20.Chang, Eric C.、Lewellen, Wilbur G.(1984)。Market timing and mutual fund investment performance。Journal of Business,57(1),57-72。  new window
21.Grinblatt, Mark、Titman, Sheridan(1989)。Mutual fund performance: an analysis of quarterly portfolio holdings。Journal of Business,62(3),393-416。  new window
22.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
23.Moskowitz, Tobias J.、Grinblatt, Mark(1999)。Do Industries Explain Momentum?。The Journal of Finance,54(4),1249-1290。  new window
24.Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。  new window
25.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
26.Petersen, Mitchell A.(2009)。Estimating standard errors in finance panel data sets: Comparing approaches。The Review of Financial Studies,22(1),435-480。  new window
27.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
28.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
29.Coval, Joshua D.、Moskowitz, Tobias J.(2001)。The Geography of Investment: Informed Trading and Asset Prices。Journal of Political Economy,109(4),811-841。  new window
30.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
31.Grinblatt, Mark、Titman, Sheridan(1993)。Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns。The Journal of Business,66(1),47-68。  new window
32.Grinblatt, Mark、Titman, Sheridan、Wermers, Russ(1995)。Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior。The American Economic Review,85(5),1088-1105。  new window
33.Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance,19(3),425-442。  new window
 
 
 
 
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