1、

文献名：Optimal utilization of market forecasts and the evaluation of investment performance

作者：Michael C Jensen

出处：In: Giorgio Szego, Karl Shell. Mathematical Methods in Investment and Finance. Amsterdam: North-Holland, 1972

电子链接：http://papers.ssrn.com/sol3/papers.cfm?abstract_id=350426

2、

文献名：A note on performance evaluation

作者：Bhattacharya, S.&Pfleiderer

出处：Technical Report 714 .Stanford University，Stanford, CA. 1983

电子链接：未找到

3、

文献名：Market timing and mutual fund performance:An empirical    invertigation

作者：Henriksson, R.D

出处：Journal of Business，1984，57(1): 73-96

电子链接：http://ideas.repec.org/a/ucp/jnlbus/v57y1984i1p73-96.html

4、

文献名：A reexamination of the Market-Timing and security-Selection Performance of Mutual Funds

作者：Bello, Z.Y&Vahan, J

出处：Financial Analysts ourna1,1997: 24-30

电子链接：未找到

5、

文献名：Selectivity and Market Timing performance of fidelity sector mutual funds

作者：Dellva, W.L., DeMaskey, A.L.&Smith, C.A

出处：The Financial Review, 2001(36): 39-54

电子链接：http://ideas.repec.org/a/bla/finrev/v36y2001i1p39-54.html

[此贴子已经被作者于2008-10-8 9:34:29编辑过]