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題名:美國亞太地區國際型共同基金績效之評估
書刊名:證券市場發展季刊
作者:周賓凰 引用關係邱湘靈
作者(外文):Chou, Pin-huangChiu, Cathy
出版日期:1996
卷期:8:3=31
頁次:頁117-145
主題關鍵詞:MSCI世界指數擇時能力選投能力MSCI world indexTiming abilitySelectivity ability
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(4) 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:4
  • 共同引用共同引用:0
  • 點閱點閱:20
期刊論文
1.Bodurtha, J. N. Jr.、Kim, D. S.、Lee, C. M. C.(1995)。Closed-End Country Funds and U.S. Market Sentiment。Review of Financial Studies,8,879-918。  new window
2.Fama, Eugene F.(1972)。Components of Investment Performance。Journal of Finance,27(3),551-567。  new window
3.Lee, C. F.、Rahman, S.(1990)。Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation。Journal of Business,63(2),261-278。  new window
4.Harvey, C. R.、Zhou, G.(1993)。International Asset Pricing with Alternative Distributional Specifications。Journal of Empirical Finance,1(1),107-131。  new window
5.Bailey, W.、Lim, J.(1992)。Evaluating the Diversification Benefits of the New Country Funds。The Journal of Portfolio Management,18(3),74-80。  new window
6.Gibbons, Michael R.、Ross, Stephen A.、Shanken, Jay(1989)。A test of the efficiency of a given portfolio。Econometrica,57(5),1121-1152。  new window
7.Bailey, W.、Stulz, R. M.(1990)。Benefits Of International Diversification: The Case Of Pacific Basin Stock Markets。Journal of Portfolio Management,16(4),57-61。  new window
8.Treynor, J. L.、Mazuy, K. K.(1966)。Can Mutual Funds Outguess the Market?。Harvard Business Review,44(4),131-136。  new window
9.Chang, Eric C.、Lewellen, Wilbur G.(1984)。Market timing and mutual fund investment performance。Journal of Business,57(1),57-72。  new window
10.Solnik, B. H.(1974)。Why not diversify internationally rather than domestically?。Financial Analysts Journal,30,48-54。  new window
11.Chang, E.、Eun, C. S.、Kolodny, R.(1995)。International Diversification through Closed-End Country Funds。Journal of Banking and Finance,19(7),1237-1263。  new window
12.Cumby, R. E.、Glen, J. D.(1990)。Evaluating the Performance of International Mutual Funds。Journal of Finance,45(2),497-521。  new window
13.Henriksson, R. D.(1984)。Market Timing and Mutual Fund Performance: An Empirical Investigation。Journal of Business,57(1),73-96。  new window
14.Dybvig, P. H.、Ross, S. A.(1985)。The Analytics of Performance Measurement Using a Security Market Line。Journal of Finance,40(2),401-416。  new window
15.Roll, Richard(1978)。Ambiguity When Performance Is Measured by the Securities Market Line。Journal of Finance,33(4),1051-1069。  new window
16.Hunter, J.、Coggin, T.(1990)。An analysis of the diversification benefit from international equity investment。Journal of Portfolio Management,17(1),33-37。  new window
17.Chen, S. N.、Jang, H.(1994)。On Selectivity and Market Timing Ability of US-based International Mutual Funds: Using Refined Jensen's Measure。Global Finance Journal,5,1-15。  new window
18.Cheung, Y. W.、He, J.、Ng, L.(1994)。Pacific-Basin Stock Markets and Real Activity。Pacific-Basin Finance Journal,2,349-373。  new window
19.Dybvig, P. H.、Ross, S. A.(1985)。Performance Measurement Using Differential Information and a Security Market Line。Journal of Finance,40,383-400。  new window
20.Eun, C. S.、Kolodny, R.、Resnick, B. G.(1991)。U.S.-Based International Mutual Fund: A Performance Evaluation。Journal of Portfolio Management,17,88-94。  new window
21.Grubel, F. G.(1968)。International Diversified Portfolios: Welfare and Gains Capital Flows。American Economic Review,58,1299-1314。  new window
22.Halpern, Philip(1993)。Investing Abroad: A Review of Capital Market Integration and Manager Performance。Journal of Portfolio Management,20,47-57。  new window
23.Jensen, M.(1968)。The Performance of Mutual Funds in the Period 1945-64。Journal of Finance,23,389-416。  new window
24.Keeley, D. P.(1995)。The Global Perspective。CA Magazine,128,46-48。  new window
25.Littman, M. J.(1994)。A World of Opportunity: Investing in Overseas Markets。CPA Journal,64,73-74。  new window
26.Milligan, J. W.(1995)。The Importance of Global Investing。United States Banker,105,46-47。  new window
27.Shukla, R.(1992)。Performance Measurement of Managed Portfolios。Financial Markets, Institutions & Instruments,1,1-59。  new window
28.Sung、Jundho(1993)。The Allure of Global Mutual Funds。Business Korea,11,25。  new window
29.Levy, H.、Sarnat, M.(1970)。International Diversification of Investment Portfolios。American Economic Review,60,668-675。  new window
30.Treynor, Jack L.(1965)。How to rate management of investment funds?。Harvard Business Review,43(1),63-75。  new window
31.Harvey, C. R.(1995)。Predictable risk and returns in emerging markets。Review of Financial Studies,8(3),773-816。  new window
32.Sharpe, William F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。  new window
33.Solnik, B. H.(1974)。The International Pricing: An Empirical Investigation of the World Capital Market Structure。Journal of Finance,29(2),365-378。  new window
34.Roll, Richard(1977)。A Critique of the Asset pricing Theory's Tests, Part I: On Past and Potential Testability of the Theory。Journal of Financial Economics,4(2),129-176。  new window
學位論文
1.蔡坤吉(1992)。國際型基金績效評估(碩士論文)。國立中正大學。  延伸查詢new window
2.廖千惠(1995)。外人投資亞洲新興證券市場之研究(碩士論文)。國立中央大學。  延伸查詢new window
圖書
1.Elton, E. J.、Gruber, M. J.(1991)。Modern Portfolio Theory and Investment Analysis。New York:John Wiley and Sons, Inc.。  new window
2.Ibbotson, R. G.、Brinson, G. P.(1993)。Global Investing。McGraw-Hill。  new window
3.Morgan Stanley Capital International(1995)。EMF and Emerging Markets Perspective。  new window
4.Peritt, G. W.(1993)。The Mutual Fund Encyclopedia。New York:Derborn Financial Pub. Inc.。  new window
5.Solnik, B. H.(1991)。International Investments。Addison Wesley。  new window
 
 
 
 
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