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題名:共同基金分類與基金績效持續性之研究
書刊名:中國財務學刊
作者:邱顯比 引用關係林清珮
作者(外文):Chiu, Shean-biiLin, Ching-pei
出版日期:1999
卷期:7:2
頁次:頁63-88
主題關鍵詞:共同基金分類績效持續性追漲殺跌策略Mutual fundsClassificationPerformancePersistenceMomentum
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(12) 博士論文(2) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:12
  • 共同引用共同引用:11
  • 點閱點閱:41
期刊論文
1.Brown, Stephen J.、Goetzmann, William N.(1997)。Mutual Fund Styles。Journal of Financial Economics,43,373-399。  new window
2.Elton, E. J.、Gruber, M. J.、Das, S.、Blake, C. R.(1996)。The Persistence of Risk-Adjusted Mutual Fund Performance。Journal of Business,69,133-157。  new window
3.Jensen, Michael C.、Benington, George A.(1970)。Random Walks and Technical Theories: Some Additional Evidence。The Journal of Finance,25(2),469-482。  new window
4.Brown, S. J.、Goetzmann, W. N.、Ibbotson, R. G.、Ross, S. A.(1992)。Survivorship bias in performance studies。Review of Financial Studies,5,553-580。  new window
5.Tierney, D. E.、Winston, K.(1991)。Using Generic Benchmarks to Present Manager Styles。Journal of Portfolio Management,17,33-36。  new window
6.Kahn, Ronald N.、Rudd, Andrew(1995)。Does Historical Performance Predict Future Performance?。Financial Analysis Journal,51,43-52。  new window
7.Brinson, Gary P.、Hood, Randolph I.、Beebower, Gilbert L.(1995)。Determinants of portfolio performance。Financial Analysts Journal,51,133-138。  new window
8.Arnott, Robert D.(1980)。Cluster analysis and stock price comovement。Financial Analysts Journal,36,56-63。  new window
9.Connor, Gregory、Korajczyk, Robert A.(1986)。Performance Measurement with the arbitrage pricing theory。Journal of Financial Economics,15(3),373-394。  new window
10.Christopherson, Jon A.(1995)。Equity style classifications。Journal of Portfolio Management,21,32-43。  new window
11.Carlson, R. S.(1970)。Aggregate performance of mutual funds。Journal of Financial and Quantitative Analysis,5,1-31。  new window
12.Goetzmann, William、Ibbotson, R. G.(1994)。Do winners repeat。Journal of Portfolio Management,20,9-18。  new window
13.Gallo, John G.、Lockwood, Larry J.(1997)。Benefits of proper style classification of equity portfolio managers。Journal of Portfolio Management,23,47-55。  new window
14.Hendricks, Darryll、Patel, Jayendu、Zeckhauser, Richard(1993)。Hot hands in mutual funds: Short-run persistence of relative performance。Journal of Finance,48,1974-1988。  new window
15.Hagigi, Moshe、Kluger, Brian(1987)。Safety First: An alternative performance measure。The Journal of Portfolio Management,13(4),34-40。  new window
16.Malkiel, B. G.(1995)。Returns from investing in equity mutual funds 1971 to 1991。Journal of Finance,50(2),549-572。  new window
17.Smith, K. V.、Tito, D. A.(1969)。Risk-return measures of ex-post portfolio performance。Journal of Financial and Quantitative Analysis,4(4),449-471。  new window
18.Sharpe, William F.(1992)。Asset allocation: Management style and performance measurement。Journal of Portfolio Management,18,7-19。  new window
19.Williamson, J. P.(1972)。Measurement and forecasting of mutual fund performance: Choosing an investment strategy。Financial Analysis Journal,28(6),78-84。  new window
20.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
21.Sharpe, William F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。  new window
22.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
23.Brown, Stephen J.、Goetzmann, William N.(1995)。Performance Persistence。Journal of Finance,50(2),679-698。  new window
24.Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance,51(5),1681-1713。  new window
25.Titman, Sheridan、Grinblatt, Mark(1992)。The Persistence of Mutual Fund Performance。The Journal of Finance,47(5),1977-1984。  new window
26.Levy, Robert A.(1967)。Relative Strength as a Criterion for Investment Selection。Journal of Finance,22(4),595-610。  new window
27.Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance,23(2),389-416。  new window
28.Grinblatt, Mark、Titman, Sheridan、Wermers, Russ(1995)。Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior。The American Economic Review,85(5),1088-1105。  new window
29.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1992)。The Impact of Institutional Trading on Stock Prices。Journal of Financial Economics,32(1),23-43。  new window
30.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance,48(1),65-91。  new window
31.Jegadeesh, Narasimhan(1990)。Evidence of Predictable Behavior of Security Returns。The Journal of Finance,45(3),881-898。  new window
研究報告
1.Radcliffe, Robert C.(1988)。Equity manager styles。University of Florida。  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.林清珮(1998)。基金分類型態與績效持續性(碩士論文)。國立臺灣大學。  延伸查詢new window
3.李明枝(1996)。國內共同基金績效持續性之研究(碩士論文)。國立中興大學。  延伸查詢new window
4.尹振華(1997)。美國股票型共同基金分類型態與績效持續性之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
圖書
1.Johnson, Richard A.、Wichern, Dean W.(1992)。Applied Multivariate Statistical Analysis。New Jersey:Prentice-Hall。  new window
 
 
 
 
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