4Treynor Mazuy, 1966, Can Mutual Funds Outguess Market? [J].Harvard Business Review, 44 (1), 131-136. 被引量：1
5Henriksson Merton R. , 1981, On Market Timing and Investment Performance II. Statistical Pro- cedures for Evaluating Forecasting Skills [J].Journal of Business, 54 (4), 513-533. 被引量：1
6Zangari P. , 1996, A VaR Methodology for Portfolios That Include Options [J].Risk Metrics Mo- nitor, 1 (4), 4-12. 被引量：1
7Brown S. J. , Goetzmann W. N. , 1995, Performance Persistence [J].Journal of Finance, 50 (2), 679-698. 被引量：1
8Malkiel B. G. , 1995, Returns from Investing in Equity Mutual Funds 1971 to 1991 [J] , Journal of Finance, 50 (2), 549-572. 被引量：1
9Elton E. J. , Gruber M. J. , Blake C. R. , 2001, A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases [J].Journal of Fi- nance, 56 (6), 2415-2430. 被引量：1
