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2. | Alexander, G. J.、Benson, P. G.、Eger, C. E.(1982)。Timing Decisions and the Behavior of Mutual Fund Systematic Risk。Journal of Financial and Quantitative Analysis,17,579-602。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Baldwin, William(1988)。Bad Timing。Forbes,1988(Feb.)。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Bhattacharya, Sudipto、Pfleiderer, Paul(1985)。Delegated Portfolio Management。Journal of Economic Theory,36,1-25。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Breen, W.、Jaganathan, R.、Ofer, A. R.(1986)。Correcting for Heteroscedasticity in Tests for Market Timing Ability。Journal of Business,59,585-598。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Brown S. J.、Warner, J. B.(1985)。Using Daily Stock Returns。Journal of Financial Economics,14,3-31。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Chang, E. C.、Lewellen, W. G.(1984)。Market Timing and Mutual Fund Investment Performance。Journal of Business,57,57-72。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Chen, C. R.、Lee, C. F.、Rahman, S.、Chan, A.(1992)。A Cross-Sectional Analysis of Mutual Funds' Market Timing and Security Selection Skill。Journal of Business Finance & Accounting,19,659-675。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Chen, Carl R.、Stockum, Steve(1986)。Selectivity, Market Timing, and Random Beta Behavior of Mutual Funds: A Generalized Model。Journal of Financial Research,9,87-96。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Cornell, B.(1979)。Asymmetric Information and Portfolio Performance Measurement。Journal of Financial Economics,7,381-390。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Cumby, Robert E.、Glen, Jack D.(1990)。Evaluating the Performance of International Mutual Funds。Journal of Finance,45,497-521。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Dun, P. C.、Theisen, R. D.(1983)。How Consistently Do Active ManagersWin。Journal of Portfolio Management,1983(Summer),47-50。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Fabozzi, F. J.、Francis, J. C.(1979)。Mutual Fund Systematic Risk for Bull and Bear Markets: An Emperical Examination。Journal of Finance,34,1243-1250。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Fama, E. F.(1972)。Components of Investment Performance。Journal of Finance,27,551-568。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Frost, P. A.、Savarino, J. E.(1986)。An Emperical Bayes Approach to Efficient Portfolio Selection。Journal of Financial and Quantitative Analysis,21,293-305。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Grant, D.(1977)。Portfolio Performance and The "Cost" of Timing Decisions。Journal of Finance,32,837-846。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Grinblatt, M.、Titman, S.(1989)。Portfolio Performance Evaluation: Old Issues and New Insights。Review of Financial Studies,2(3),393-421。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Henriksson, R. D.(1984)。Market Timing and Mutual Fund Performance: An Emperical Investigation。Journal of Business,57,73-96。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Henriksson, R. D.、Merton, R. C.(1981)。On Market Tuning and Invest-meat Performance。Journal of Business,54,513-533。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Jensen, M.(1968)。The Performance of Mutual Funds in Period 1945-64。Journal of Finance,23,389-416。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Lee, C. F.、Rahman, S.(1990)。Market Timing, Selectivity, and Mutual Fund Performance: An Emperical Investigation。Journal of Business,63,261-278。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Lehmann, B. N.、Modest, D. M.(1987)。Mutual Fund Performance and Evaluation: A Comparison of Benchmarks and Benchmark Compari-sons。Journal of Finance,42,233-265。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Murphy, J. Michael(1980)。Why No One Can Tell Who’s Winning。Financial Analysis Journal,1980(May),49-57。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Treynor, J. L.、Mauzy, K. K.。Can Mutual Funds Outguess the Markets。Harvard business Review,44,131-136。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | 邱顯比(19930700)。基金績效評估之理論與實務。證券市場發展,19,33-45。 延伸查詢![new window](/gs32/images/newin.png) |