| Reference: | 一、中文文獻：
1、顏錚瑜，2006，共同基金評比與績效之探討，碩士論文，淡江大學保險學系保險經營碩士班。
2、邱永和等人，2008，國內共同基金之績效評估，會計學報。
二、英文文獻：
1、Carl Bacon, 2009, “How Sharp is the Sharpe ratio”
2、Mutual Fund performance Journal of Business, 39, 1966, pages 119-138
3、Jensen Michael C., 1968, "The performance of mutual funds in the period1945-64", Journal of Finance 23, 389-416
4、Carlson, Robert S., 1970, "Aggregate performance of mutual funds", Journal of Financial and Quantitative Analysis 5, 1-31
5、Sortino F & van der Meer R, Downside risk, Journal of Portfolio Management, Summer 1991
6、Hendricks, Darryll, Jayendu Patel, and Richard Zeckhauser, 1993, "Hot hands in mutual funds: Short-run persistence of relative performance, 1974-1988", Journal of Finance 48, 93-130
7、Sortino F, van de Meer R & Plantinga, 1999, The Dutch Triangle : a framework to measure upside potential relative to downside risk, Journal of Portfolio Management 26, pages 50-58
8、Shadwick WF & Keating C, 2002, A Universal Performance Measure, Journal of Performance Measurement, Spring, 59-84
9、Eling M, & Schuhmacher F, 2006, Does the Choice of Performance Measure Influence the Evaluation of Hedge Funds, Journal of Banking and Finance
三、網頁資料：
1、李存修、邱顯比，共同基金評比，中華民國證券投資信託暨顧問同業公會委託台灣大學財務金融系(所)邱顯比與李存修兩位教授所做的共同基金績效評比表。網站：http://www.fin.ntu.edu.tw
2、元大寶來投信。網站：https://www.yuantafunds.com/ |
