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EVALUATING THE PERFORMANCE OF INTERNATIONAL MUTUAL FUNDS
被引:117
作者
:
CUMBY, RE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN, WHARTON SCH, PHILADELPHIA, PA 19104 USA
UNIV PENN, WHARTON SCH, PHILADELPHIA, PA 19104 USA
CUMBY, RE
[
1
]
GLEN, JD
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN, WHARTON SCH, PHILADELPHIA, PA 19104 USA
UNIV PENN, WHARTON SCH, PHILADELPHIA, PA 19104 USA
GLEN, JD
[
1
]
机构
:
[1]
UNIV PENN, WHARTON SCH, PHILADELPHIA, PA 19104 USA
来源
:
JOURNAL OF FINANCE
|
1990年
/ 45卷
/ 02期
关键词
:
D O I
:
10.2307/2328667
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:497 / 521
页数:25
相关论文
共 35 条
[1]
INTERNATIONAL PORTFOLIO CHOICE AND CORPORATION FINANCE - A SYNTHESIS
ADLER, M
论文数:
0
引用数:
0
h-index:
0
ADLER, M
DUMAS, B
论文数:
0
引用数:
0
h-index:
0
DUMAS, B
[J].
JOURNAL OF FINANCE,
1983,
38
(03)
: 925
-
984
[2]
MEASURING INVESTMENT PERFORMANCE IN A RATIONAL-EXPECTATIONS EQUILIBRIUM-MODEL
ADMATI, AR
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ADMATI, AR
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ROSS, SA
[J].
JOURNAL OF BUSINESS,
1985,
58
(01)
: 1
-
26
[3]
ON TIMING AND SELECTIVITY
ADMATI, AR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA 94720
ADMATI, AR
BHATTACHARYA, S
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA 94720
BHATTACHARYA, S
PFLEIDERER, P
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA 94720
PFLEIDERER, P
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA 94720
ROSS, SA
[J].
JOURNAL OF FINANCE,
1986,
41
(03)
: 715
-
730
[4]
THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
BANZ, RW
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
: 3
-
18
[5]
MARKET TIMING AND MUTUAL FUND INVESTMENT PERFORMANCE
CHANG, EC
论文数:
0
引用数:
0
h-index:
0
机构:
PURDUE UNIV,W LAFAYETTE,IN 47907
PURDUE UNIV,W LAFAYETTE,IN 47907
CHANG, EC
LEWELLEN, WG
论文数:
0
引用数:
0
h-index:
0
机构:
PURDUE UNIV,W LAFAYETTE,IN 47907
PURDUE UNIV,W LAFAYETTE,IN 47907
LEWELLEN, WG
[J].
JOURNAL OF BUSINESS,
1984,
57
(01)
: 57
-
72
[6]
INTERNATIONAL ARBITRAGE PRICING THEORY - AN EMPIRICAL-INVESTIGATION
CHO, DC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
CHO, DC
EUN, CS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
EUN, CS
SENBET, LW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
SENBET, LW
[J].
JOURNAL OF FINANCE,
1986,
41
(02)
: 313
-
329
[7]
CONNOR G, 1988, ATTRIBUTES BEHAVIOR
[8]
DIFFERENTIAL INFORMATION AND PERFORMANCE-MEASUREMENT USING A SECURITY MARKET LINE
DYBVIG, PH
论文数:
0
引用数:
0
h-index:
0
DYBVIG, PH
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
ROSS, SA
[J].
JOURNAL OF FINANCE,
1985,
40
(02)
: 383
-
399
[9]
THE ANALYTICS OF PERFORMANCE-MEASUREMENT USING A SECURITY MARKET LINE
DYBVIG, PH
论文数:
0
引用数:
0
h-index:
0
DYBVIG, PH
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
ROSS, SA
[J].
JOURNAL OF FINANCE,
1985,
40
(02)
: 401
-
416
[10]
Efron B., 1982, JACKKNIFE BOOTSTRAP, DOI 10.1137/1.9781611970319
←
1
2
3
4
→
共 35 条
[1]
INTERNATIONAL PORTFOLIO CHOICE AND CORPORATION FINANCE - A SYNTHESIS
ADLER, M
论文数:
0
引用数:
0
h-index:
0
ADLER, M
DUMAS, B
论文数:
0
引用数:
0
h-index:
0
DUMAS, B
[J].
JOURNAL OF FINANCE,
1983,
38
(03)
: 925
-
984
[2]
MEASURING INVESTMENT PERFORMANCE IN A RATIONAL-EXPECTATIONS EQUILIBRIUM-MODEL
ADMATI, AR
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ADMATI, AR
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ROSS, SA
[J].
JOURNAL OF BUSINESS,
1985,
58
(01)
: 1
-
26
[3]
ON TIMING AND SELECTIVITY
ADMATI, AR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA 94720
ADMATI, AR
BHATTACHARYA, S
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA 94720
BHATTACHARYA, S
PFLEIDERER, P
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA 94720
PFLEIDERER, P
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA 94720
ROSS, SA
[J].
JOURNAL OF FINANCE,
1986,
41
(03)
: 715
-
730
[4]
THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS
BANZ, RW
论文数:
0
引用数:
0
h-index:
0
BANZ, RW
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
: 3
-
18
[5]
MARKET TIMING AND MUTUAL FUND INVESTMENT PERFORMANCE
CHANG, EC
论文数:
0
引用数:
0
h-index:
0
机构:
PURDUE UNIV,W LAFAYETTE,IN 47907
PURDUE UNIV,W LAFAYETTE,IN 47907
CHANG, EC
LEWELLEN, WG
论文数:
0
引用数:
0
h-index:
0
机构:
PURDUE UNIV,W LAFAYETTE,IN 47907
PURDUE UNIV,W LAFAYETTE,IN 47907
LEWELLEN, WG
[J].
JOURNAL OF BUSINESS,
1984,
57
(01)
: 57
-
72
[6]
INTERNATIONAL ARBITRAGE PRICING THEORY - AN EMPIRICAL-INVESTIGATION
CHO, DC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
CHO, DC
EUN, CS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
EUN, CS
SENBET, LW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
UNIV MARYLAND,COLL BUSINESS & MANAGEMENT,COLLEGE PK,MD 20742
SENBET, LW
[J].
JOURNAL OF FINANCE,
1986,
41
(02)
: 313
-
329
[7]
CONNOR G, 1988, ATTRIBUTES BEHAVIOR
[8]
DIFFERENTIAL INFORMATION AND PERFORMANCE-MEASUREMENT USING A SECURITY MARKET LINE
DYBVIG, PH
论文数:
0
引用数:
0
h-index:
0
DYBVIG, PH
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
ROSS, SA
[J].
JOURNAL OF FINANCE,
1985,
40
(02)
: 383
-
399
[9]
THE ANALYTICS OF PERFORMANCE-MEASUREMENT USING A SECURITY MARKET LINE
DYBVIG, PH
论文数:
0
引用数:
0
h-index:
0
DYBVIG, PH
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
ROSS, SA
[J].
JOURNAL OF FINANCE,
1985,
40
(02)
: 401
-
416
[10]
Efron B., 1982, JACKKNIFE BOOTSTRAP, DOI 10.1137/1.9781611970319
←
1
2
3
4
→