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題名:無基準投資組合績效評估模型--臺灣地區共同基金實證研究
書刊名:證券市場發展季刊
作者:林景春
出版日期:1995
卷期:7:4=28
頁次:頁83-114
主題關鍵詞:共同基金績效評估投資組合績效評估指標績效評估比較基準持股比例持股比重Mutual fund performancePortfolio performance measuresBenchamarkPortfolio evaluationPortfolio holding
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(3) 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:3
  • 共同引用共同引用:19
  • 點閱點閱:42
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。  new window
2.Grinblatt, Mark、Titman, Sheridan(1989)。Mutual fund performance: an analysis of quarterly portfolio holdings。Journal of Business,62(3),393-416。  new window
3.Ippolito, Richard A.(1993)。On Studies of Mutual Fund Performance, 1962-1991。Financial Analysts Journal,49(1),42-50。  new window
4.Ali, Mukhtar M.(1975)。Stochastic dominance and portfolio analysis。Journal of Financial Economics,2,205-229。  new window
5.Arditti, fred D.(1971)。Another look at Mutual Fund Performance。The Journal of Financial and Quantitative Analysis,6,909-912。  new window
6.Jean, William H.(1980)。THE Geometric Mean and Stochastic Dominance。The Journal of Finance,35(1),151-158。  new window
7.Levy, Haim、Sarnat, Marshall(1970)。Alternative Efficiency Criteria: An Empirical Analysis。Journal of Finance,25(5),1153-1158。  new window
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。  new window
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。  new window
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
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。  new window
12.Joy, O. Mauric、Poter, R. Burr(1974)。Stochastic Dominance and Mutual Fund Performance。Journal of Financial and Quantitative Analysis,9(1),25-31。  new window
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。new window  延伸查詢new window
14.Fama, E. F.(1965)。The behavior of stock market prices。Journal of Business,38(1),34-105。  new window
15.Titman, Sheridan、Grinblatt, Mark(1992)。The Persistence of Mutual Fund Performance。The Journal of Finance,47(5),1977-1984。  new window
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。new window  延伸查詢new window
17.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
18.Hanoch, G.、Levy, H.(1969)。The Efficiency Analysis of Choices Involving Risk。The Review of Economic Studies,36(3),335-346。  new window
會議論文
1.徐燕山(1995)。Performance of Mutual Funds: A Preliminary Evidence on the Taiwan Stock Market。中國財務學會八十四年年會,46-55。  延伸查詢new window
2.楊朝成、廖咸興(1994)。臺灣封閉型基金擇時能力之研究--持股比率分析。中國財務學會八十三年年會,87-105。new window  延伸查詢new window
學位論文
1.徐嘉慶(1993)。臺灣地區共同基金績效持續性及證券投資信託事業開放影響之研究(碩士論文)。國立政治大學。  延伸查詢new window
2.楊誌柔(1988)。我國共同基金擇時效果之評估(碩士論文)。國立政治大學。  延伸查詢new window
3.陳勝源(1989)。我國共同基金投資組合績效之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
4.朱亞琳(1988)。共同基金績效評估之研究(碩士論文)。輔仁大學。  延伸查詢new window
 
 
 
 
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