期刊論文1. | Porter, R. Burr(1973)。An Empirical Comparison of Stochastic Dominance and Mean-Variance Portfolio Choice Criteria。The Journal of Financial and Quantitative Analysis,8(4),587-608。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Grinblatt, Mark、Titman, Sheridan(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) |
3. | Ippolito, Richard A.(1993)。On Studies of Mutual Fund Performance, 1962-1991。Financial Analysts Journal,49(1),42-50。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Ali, Mukhtar M.(1975)。Stochastic dominance and portfolio analysis。Journal of Financial Economics,2,205-229。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Arditti, fred D.(1971)。Another look at Mutual Fund Performance。The Journal of Financial and Quantitative Analysis,6,909-912。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Jean, William H.(1980)。THE Geometric Mean and Stochastic Dominance。The Journal of Finance,35(1),151-158。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Levy, Haim、Sarnat, Marshall(1970)。Alternative Efficiency Criteria: An Empirical Analysis。Journal of Finance,25(5),1153-1158。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Potrer, R. Burr、Gaumnitz, Jack E.(1972)。Stochastic Dominance v.s. Mean-Variance Portfolio Analysis: An Empirical Evaluation。American Economic Review,62(3),438-446。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Porter, R. Burr、Wart, Janmes R.、Fergusion, Donald L.(1973)。Efficient Algorithms for Conducting Stochastic Dominance Test on Large Number of Portfolios。Journal of Financial and Quantitative Analysis,10(1),70-81。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | 陳文燦(19870600)。共同基金 (受益憑證) 之發展及其投資績效之評估。產業金融季刊,55,25-40。 延伸查詢![new window](/gs32/images/newin.png) |
11. | Potrer, R. Burr、Bey, Roger P.(1973)。An Evaluation of the Empirical Significant of Optimal Seeking Algorithms in Portfolio Selection。Journal of Finance,1479-1490。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Joy, O. Mauric、Poter, R. Burr(1974)。Stochastic Dominance and Mutual Fund Performance。Journal of Financial and Quantitative Analysis,9(1),25-31。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | 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) |
14. | Fama, E. F.(1965)。The behavior of stock market prices。Journal of Business,38(1),34-105。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Titman, Sheridan、Grinblatt, Mark(1992)。The Persistence of Mutual Fund Performance。The Journal of Finance,47(5),1977-1984。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | 楊朝成(19930700)。共同基金之績效評估--臺灣證券市場之例。證券市場發展季刊,19,9-32。 延伸查詢![new window](/gs32/images/newin.png) |
17. | Grinblatt, Mark、Titman, Sheridan(1993)。Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns。The Journal of Business,66(1),47-68。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Hanoch, G.、Levy, H.(1969)。The Efficiency Analysis of Choices Involving Risk。The Review of Economic Studies,36(3),335-346。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |