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    政大機構典藏 > 商學院 > 企業管理學系 > 學位論文 >  Item 140.119/88952
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/88952


    Title: 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)
    Authors: 徐嘉慶
    Hsu, Chia Ching
    Contributors: 陳隆麒
    楊子江

    Chen,long chi
    yang zi chian

    徐嘉慶
    Hsu,Chia Ching
    Keywords: 共同基金
    證券投資信託
    績效評估
    Mutual fund
    Security Investment Trust
    Performance Evaluation
    Date: 1993
    Issue Date: 2016-04-29 16:40:59 (UTC+8)
    Abstract: 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
    Reference: 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.
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    Fama, E.F., Foundation of Finance ,New York, Basic Books, Inc. , Publishers,1976.
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    Freund, W .C., "The Historical Role of the Individual Investor in the Corporrate Equity Market" ,Journal of Contemporary Business , Winter 1974, pp.1-12.
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    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.
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    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 .
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    Description: 碩士
    國立政治大學
    企業管理學系
    G80355011
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002004062
    Data Type: thesis
    Appears in Collections:[企業管理學系] 學位論文

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