共 11 条
- [1] The alpha factor asset pricing model: A parable[J] . Wayne E. Ferson,Sergei Sarkissian,Timothy Simin.Journal of Financial Markets . 1999 (1)
- [2] Predicting mutual fund performance using artificial neural networks [J]. OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 1999, 27 (03): : 373 - 380
- [5] A neural network approach to mutual fund net asset value forecasting [J]. OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 1996, 24 (02): : 205 - 215
- [7] Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior[J] . Mark Grinblatt,Sheridan Titman,Russ Wermers.The American Economic Review . 1995 (5)
- [8] THE VARIATION OF ECONOMIC RISK PREMIUMS [J]. JOURNAL OF POLITICAL ECONOMY, 1991, 99 (02) : 385 - 415
- [9] On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts[J] . Robert C. Merton.The Journal of Business . 1981 (3)
- [10] Persistence in mutual fund performance. Carhart M. The Journal of Finance . 1997