Scale and Skill in Active Management, Pastor, Stambaugh, and Taylor, 2013
A Case for Index Fund Portfolio, Richard Ferri, 2013
On the Size of the Active Management Industry, Pastor and Stambaugh, 2012
Luck versus Skill in the Cross-Section of Mutual Fund Returns, Fama and French, The Journal of Finance, 2010
The Case for Passive Indexing, Aswath Damodaran, NYU, 2010
Do Mutual Funds Time the Market? Evidence from Portfolio Holdings, Jiang et al, Journal of Financial Economics, 2007
Reflections on the Efficient Market Hypothesis, Malkiel, 2005
Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization, Chen et al, American Economic Review, 2004
Passive Investment Strategies and Efficient Markets, Malkiel, 2003
Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses, Wermers, The Journal of Finance, 2000
The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers, Chen et al, The Journal of Financial and Quantitative Analysis, 1999
Measureing Mutual Fund Performance with Characteristic-Based Benchmarks, Daniel et al, The Journal of Finance, 1997
The Persistency of Risk-adjusted Mutual Fund Performance, Elton et al, 1995
另外，标准普尔和Vanguard每年都会发布主动基金和被动基金的总结报告Persistence Scorecard和The Case for Indexing（见附件）。
active.zip
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