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    题名: 台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
    The Study on Consistency of Mutual Fund`s Performance and on Impact of Security Investment Trust Open to Public (Taiwan)
    作者: 徐嘉慶
    Hsu, Chia Ching
    贡献者: 陳隆麒
    楊子江
    Chen,long chi
    yang zi chian
    徐嘉慶
    Hsu,Chia Ching
    关键词: 共同基金
    證券投資信託
    績效評估
    Mutual fund
    Security Investment Trust
    Performance Evaluation
    日期: 1993
    上传时间: 2016-04-29 16:40:59 (UTC+8)
    摘要: 本研究的主要目的在於引用學理上有關共同基金的績效評估模式，對投資
    參考文獻: 中文部份
    王俊華，台灣地區共同基金績效評估與研究，國立中山大學企業管理研究所碩士論文，民國78 年7 月
    尹衍樑，國內共同基金之研究，台北:台灣經濟研究叢書38，民國80年1月
    朱亞琳，共同基金績效評估之研究，私立輔仁大學管理學研究所碩士論文，民國77 年7 月。
    林炯垚，“法人機構投資者對證券市場結構的影響" 證券管理，台北:證管會，民國77 年2 月、3 月， pp.15-19 、33-38
    林煜宗，現代投資學--制度、理論與實證，修訂四版，作者自印，民國77 年
    李存修，”評估國內外共同基金之選股與擇時能力以及國際風險分散效果衡量" 台灣經濟金融月刊， 25 卷，十期，七十八年十月，頁26-40
    陳文燦，“ 共同基金( 受益憑證)之發展及其投資績效之評估" 產業金融，五十五期，七十六年六月，頁25 - 40
    陳春山，證券投資信託契約論，台北: 五南書局，民國76 年12 月
    英文部份
    Bauer, R.J.,P .A. Hays & D.E. Upton, "Parameter Instability in Mutual Fund Portfolios: A Shifting Regimes Test," Quarterly Journal of Business & Economics ,Vo1.26, Winter 1987, pp.50-62 .
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    Carlson, R.S., "Aggregate Performance of Mutual Funds, 1948-1967" ,Journal of Financial and Quantitative Analysis ,Vo1.5, No.1, March 1970, pp.1-31.
    Chang, E.C. & W.G. Lewellen, " An Arbitrage Pricing Approach to Evaluating Mutual Fund Performance" , Journal of Financial Research ,Spring 1985, pp .15-30.
    Chang, E.C. & W.G. Lewellen, "Market Timing and Mutual Fund In vestment
    Performance" ,Journal of Business ,Vo1.57, No.1, Part I, 1984, pp .57-72.
    Chen, C.R. & S. Stockum, "Selectivity, Market Timing, and Random Beta Behavior of Mutual Funds: A Generalized Model" ,Journal of Financial Research ,Spring 1986, pp.87-96.
    Connor, G. & R.A. Korajczyk, "Performance Measurement with the Arbitrage Pricing Theory: A New Framework for Analysis" , Journal of Finacial Economics ,March 1986, pp.373-394.
    Fama, E.F., Foundation of Finance ,New York, Basic Books, Inc. , Publishers,1976.
    Fama, E.F., "Components of Investment Performance" , Journal of Finance ,Vo1.27, No .3, June 1972, pp.551 -567.
    Ferri, M.G.,H .D. Oberhelman & R.L. Roenfeldt, "Market Timing and Mutual Fund Portfolio Composition " ,Journal of Financial Research ,Summer 1984, pp.143 -150.
    Freund, W .C., "The Historical Role of the Individual Investor in the Corporrate Equity Market" ,Journal of Contemporary Business , Winter 1974, pp.1-12.
    Friend, I.,M. Blume & J.Crockett, Mutual Funds and other Institutional Investors ,A Twentieth Century Fund Study , New York N.Y. : McGraw-hill, 1970.
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    Friend, I. & M. Blime, "Measurement of Portfolio Performance Under Uncertainty" ,American Economics Review ,Sep.1970, pp . 561-575 .
    Fuller, R. & J.Farrel,Modern Investment and Security Analysis , McGraw-Hill ,1987.
    Henriksson, R.D. & R.C. Merton, "On Market Timing and Investment Performance II . Statistical Procedures for Evaluating Forecasting Skills" ,Journal of Business, Vo1.54, No.4, 1981, pp.513-533.
    Henriksson, R.D., "Market Timing and Mutural Fund Performance: An Empirical Investigation" ,Journal of Business ,January 1984, pp . 73 -96.
    Ippolito, R.A., "Efficiency with Costly Information: A Study of Mutual Fund Performance,1965-1984" ,Quarterly Journal of Economics ,Vol.104, Feb.1989, pp.1-23.
    Kim, T., "An Assessment of the Performance of Mutual Fund Management: 1969 -1975" ,Journal of Financial and Quantitative Analysis ,Vol.13, No.3, Sep.1978, pp.385-406.
    Lee, C.F. & S. Rahman, "Market Timing, Selectivity, and Mutual Fund Performance: An Empirical Investigation" ,Journal of Business, Vo1.63, Apr.1990, pp.261 -278.
    Lehmann, B.N. & D.M. Modest, "Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons " ,Journal of Finace ,June 1987, pp.233-265.
    Mains, N.E., "Risk ,the Pricing of Capital Assets, and Evaluation of Investment Portfolios: Comment" ,Journal OF Business ,Vo1.50, No.3, July 1977, pp .371-384.
    Madden, G.P.,K .P. Nunn & A. Wiemann, "Mutual Fund Performance and Market Capitalization" ,Financial Analysts Journal ,Vol.42, Jul.-Aug. 1986, pp.67-70.
    Markowitz, H.M., "Portfolio Selection," ,Journal of Finance ,March 1952, pp.77-91.
    Martin,J .D., A.J. Keown & J.L. Farrel, "Do Fund Objectives Affect Di-versification Policies?" ,Journal of Portfolio Management , Winter 1982, pp .19-28 .
    Mcdonald, J.G., "Objectives and Performance of Mutual Funds, 1960-1969" ,Journal of Financial and Quantitative Analysis ,Vo1 .9, No.2, June 1974, pp.311 -333.
    Miller, T .W. & N. Gressis, "Nonstationarity and Evaluation of Mutual Fund Performance" ,Journal of Financial and Quantitative Analysis ,Sep.1980, pp.639-654.
    Moses, E .A.,J .M. Cheyny & E.T. Veit, " A New and More Complete Performance Measure" ,Journal of Portfolio Management ,Vol. 13, No.2, Summer 1987, pp.24-33.
    Radcliffe, R.C., Investment: Concepts, Analysis, and Strategy ,3rd. ed., Glenview Ill.: Scott Foresman, 1989 .
    West, R.R.," Institutional Trading and the Changing Stock Market" ,Financial Analysts.
    Robson, G.N., "The Investment Performance of Unit Trusts and Mutual Fund in Australia for the Period 1969 to 1978" , Accounting & Finance (Australia) ,Vol.26, Nov.1986, pp .55-79 .
    Rugg, D.D., "Using Risk-Adjusted Performance to Select Top Mutual Funds" ,Journal of Financial Planning ,Vol.4, Oct. 1991, pp. 164-168.
    Sharpe, W., "Mutural Fund Performanc" ,Journal of Business ,Vo1.39, No.1, Part II, Jan.1966, pp.119-138 .
    Shawky, H.A ., "An Update on Mutual Funds: Better Grades " , Journal of Portfolio Management ,Vol.8, No.4, Winter 1982,pp.19-34.
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    Treynor, J.L. & K.K. Mazuy, "Can Mutual Funds Outguess the Market? " Harvard Business Review ,Vo1.44,July-Aug . 1966,pp. 131-136.
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    描述: 碩士
    國立政治大學
    企業管理學系
    G80355011
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002004062
    数据类型: thesis
    显示于类别:[企業管理學系] 學位論文

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