| 期刊論文| 1. | Treynor, Jack L.、Mazuy, Kay K.(1966)。Can mutual fund outguess the market?。Harvard Business Review，44(4)，131-136。   | | 2. | Fama, Eugene F.(1972)。Components of Investment Performance。Journal of Finance，27(3)，551-567。 | | 3. | Lee, C. F.、Rahman, S.(1990)。Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation。Journal of Business，63(2)，261-278。 | | 4. | Chang, Eric C.、Lewellen, Wilbur G.(1984)。Market timing and mutual fund investment performance。Journal of Business，57(1)，57-72。 | | 5. | 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。 | | 6. | Theodore Veit, E.、Cheney, John M.(1982)。Are Mutual Funds Market Timers?。Journal of Portfolio Management，8(2)，35-42。 | | 7. | Chen, Carl R.、Stockum, Steve(1986)。Selectivity, Market Timing, And Random Beta Behavior Of Mutual Funds: A Generalized Model。Journal of Financial Research，9(1)，87-96。 | | 8. | Treynor, Jack L.(1965)。How to rate management of investment funds?。Harvard Business Review，43(1)，63-75。 | | 9. | Sharpe, William F.(1966)。Mutual fund performance。Journal of Business，39(1)，119-138。 | | 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。 | | 11. | Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance，23(2)，389-416。 | 研究報告| 1. | Bhattacharya, S.、Pfleiderer, P.(1983)。A Note on Performance Evaluation。Stanford, Calif.：Stanford University, Graduate School of Business。 | 圖書論文| 1. | Jensen, M. C.。Optimal Utilization of Market Forecasts and the Evaluation of Investment Performance。Amsterdam：Elsevier。 | |