臺灣共同基金評選之實證研究

A Study of Taiwan Mutual fund Performance, Security Selection and Market Timing

熊純姿(Chwen-Tzy Shyong)

指導教授 ： 倪衍森

淡江大學/管理學院/管理科學研究所企業經營碩士在職專班/碩士(2006年)

https://doi.org/10.6846/TKU.2006.01141

摘要

本篇摘要未授權

關鍵字

共同基金績效 ； 選股能力 ； 擇時能力

並列摘要

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並列關鍵字

Mutual Fund Performance ； Security Selection ； Market Timing

參考文獻

Hsu, C. J. and Chen, S. Y., 2004. “A Mutual Fund Manager’s Timing and Selectivity Abilities-Evaluating the Performance of Domestic Equity Funds,” Journal of Da-yeh University, vol. 13, no. 2: 49-59.

Adkisson, J. A. and Fraser, D. R., 2003. “Reading the Stars: Age Bias in Morningstar Ratings,” Financial Analysis Journal, vol. 59, iss. 5: 24-27.

Bauman, W. S. and Miller, R. E., 1995. “Portfolio Performance Rankings in Stock Market Cycles,” Financial Analysis Journal, vol. 51, iss. 2: 79-87.

Bello, Z. Y. and Janjigian, V., 1997. “A Reexamination of the Market-Timing and Security-Selection Performance of Mutual Funds,” Financial Analysis Journal, vol. 53, iss. 5: 24-30.

Bollen, N. P. B. and Busse, J., 2005. “Short-Term Persistence in Mutual Fund Performance,” Review of Financial Studies, vol. 18, iss. 2: 569-597.