1、

文献名：The economic fundamentals of size and book-to-market equity

作者：Eugene F Fama&Kenneth R French

出处：Chicago: Working paper, 1992

电子链接：http://www.jstor.org/pss/2329241

2、

文献名：Common risk factors in the returns on stocks and bonds

作者：Eugene F Fama&Kenneth R French

出处：Journal of Financial Economics.Volume (Year): 33 (1993) Issue (Month): 1 (February) Pages: 3-56

电子链接：http://ideas.repec.org/a/eee/jfinec/v33y1993i1p3-56.html

3、

文献名：The Performance of Professional Market Timers: Daily Evidence from Executed Strategies

作者：Chance, Don M.  Hemler, Michael L.

出处：Journal of Financial Economics.Volume (Year): 62 (2001) Issue (Month): 2 (November) Pages: 377-411

电子链接：http://ideas.repec.org/a/eee/jfinec/v62y2001i2p377-411.html

4、

文献名：Measuring Fund Strategy and Performance in Changing Economic Conditions

作者：Ferson, Wayne E  Schadt, Rudi W
出处：Journal of Finance.Volume (Year): 51 (1996) Issue (Month): 2 (June)Pages: 425-61

电子链接：http://ideas.repec.org/a/bla/jfinan/v51y1996i2p425-61.html

5、

文献名：Evaluating Fund Performance in a Dynamic Market

作者：Ferson, W.E.&Warther, V .A.

出处：Financial Analysts Journal, 1996(52): 20-28

电子链接：http://www.cfapubs.org/doi/pdf/10.2469/faj.v52.n6.2037

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