<P>1、题目：Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis<BR> 作者：<STRONG>Hansen, Bruce E</STRONG></P>
<P> 期刊全称或缩写：<A href="http://ideas.repec.org/s/ecm/emetrp.html">Econometrica</A>.</P>
<P> 年份，卷（期）: <STRONG>Volume (Year):</STRONG> 64 (1996) <B>Issue (Month):</B> 2 (March) <B>Pages:</B> 413-30</P>
<P> 链接：<A href="http://ideas.repec.org/a/ecm/emetrp/v64y1996i2p413-30.html">http://ideas.repec.org/a/ecm/emetrp/v64y1996i2p413-30.html</A><BR>2、题目：On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills<BR> 作者：<STRONG>Henriksson, Roy D Merton, Robert C</STRONG></P>
<P> 期刊全称或缩写：<A href="http://ideas.repec.org/s/ucp/jnlbus.html">Journal of Business</A>.</P>
<P> 年份，卷（期）: <STRONG>Volume (Year):</STRONG> 54 (1981) <B>Issue (Month):</B> 4 (October) <B>Pages:</B> 513-33</P>
<P> 链接：<A href="http://ideas.repec.org/a/ucp/jnlbus/v54y1981i4p513-33.html">http://ideas.repec.org/a/ucp/jnlbus/v54y1981i4p513-33.html</A></P>
<P>3、题目：Mutual Fund Performance <BR> 作者：William F. Sharpe </P>
<P> 期刊全称或缩写：<EM>The Journal of Business</EM></P>
<P> 年份，卷（期）: Vol. 39, No. 1, Part 2: Supplement on Security Prices (Jan., 1966), pp. 119-138 </P>
<P> 链接：<A href="http://www.jstor.org/pss/2351741">http://www.jstor.org/pss/2351741</A></P>
<P>4、题目：How to rate management of investment funds<BR> 作者：Treynor, J. L</P>
<P> 期刊全称或缩写：Harvard Business Review</P>
<P> 年份，卷（期）: 43, 63–75.</P>
<P> 链接：没找到</P>
<P>5、题目：Can mutual funds outguess the market<BR> 作者：Treynor, J. L. and Mazuy, K. K.</P>
<P> 期刊全称或缩写：Harvard Business Review</P>
<P> 年份，卷（期）: 44,131–6.</P>
<P> 链接：没找到</P>
<P>6、题目：A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity<BR> 作者：<STRONG>White, Halbert</STRONG></P>
<P> 期刊全称或缩写：<A href="http://ideas.repec.org/s/ecm/emetrp.html">Econometrica</A>.</P>
<P> 年份，卷（期）: <STRONG>Volume (Year):</STRONG> 48 (1980) <B>Issue (Month):</B> 4 (May) <B>Pages:</B> 817-38</P>
<P> 链接：<A href="http://ideas.repec.org/a/ecm/emetrp/v48y1980i4p817-38.html">http://ideas.repec.org/a/ecm/emetrp/v48y1980i4p817-38.html</A><BR><BR><BR><BR><BR></P>
<P align=right><FONT color=#000066>[此贴子已经被作者于2008-7-14 20:26:50编辑过]</FONT></P>
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