주식시장 상황에 따른 주식형 펀드의 성과와 성과 지속성: Smooth Transition Regression 접근
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주식시장 상황에 따른 주식형 펀드의 성과와 성과 지속성: Smooth Transition Regression 접근' 의 참고문헌
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확률할인요소 및 가상펀드를 이용한 주식형 펀드의 성과 평가
김봉준
재무관리연구 27 3 183-229
[2010]
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채권형 펀드의 성과평가 및 성과지속성 연구
박영규
재무연구 17 1 143-174
[2004]
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주식형 펀드의 해지와 부의 이전: 공모와 사모 펀드의 비교
하연정
한국증권학회지 41 2 341-372
[2012]
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적립식 투자전략이 투자성과를 개선하는가?
최혁
한국증권학회지 39 4 573-609
[2010]
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국내 주식형펀드시장에 대한 성과평가연구
박영규
증권학회지 29 1 117-143
[2001]
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국내 주식형 펀드의 타이밍 능력은 존재하는가?
김상배
재무관리연구 26 2 93-112
[2009]
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The Performance of Mutual Funds in the Period 1945~1964
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Testing Linearity Against Smooth Transition Autoregressive Models
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Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
Teräsvirta, T.
Journal of the American Statistical Association 89 425 208-218
[1994]
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Smooth Transition Autoregressive Models-A Survey of Recent Developments
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Short-Term Persistence in Mutual Fund Performance
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Sharpe의 방법론을 이용한 한국 주식형펀드의 운용스타일 및 성과분석
강장구
한국증권학회지 39 2 307-339
[2010]
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Returns-chasing Behavior, Mutual funds, and Beta’s Death
Karceski, J
Journal of Financial and Quantitative Analysis 37 4 559-594
[2002]
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Returns to buying winners and selling losers : implications for stock market efficiency
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Returns from Investing in Equity Mutual Funds 1971 to 1991
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Performance and Persistence in Institutional Investment Management
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On Persistence in Mutual Fund Performance
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On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills
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Nonlinear Dynamic Relations Between Equity Return and Equity Fund Flow:Korean Market Empirical Evidence
김세완
Asia-Pacific Journal of Financial Studies 39 2 139-170
[2010]
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Momentum Investment Strategies, Portfolio Performance, and Herding:A Study of Mutual Fund Behavior
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Market Timing and Mutual Fund Performance: An Empirical Investigation
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Luck versus Skill in the Cross Section of Mutual Fund Returns
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Hot Hands in Mutual Fund: Short-Run Persistence of Relative Performance, 1974~1988
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False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
Barras, L
Journal of Finance 65 1 179-216
[2010]
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Common Risk Factors in the Returns on the Stocks and Bonds
Fama, E. F.
Journal of Financial Economics 33 1 3-56
[1993]
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Can Mutual Fund ‘Stars’ Really Pick Stocks? New Evidence from a Bootstrap Analysis
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Can Mutual Fund Outguess the Market
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Assessing the Market-timing Performance of Managed Portfolio
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Applied Econometric Time Series, 3rd Edition
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A Survey of Mutual Fund Studies: Implications for Korean Markets
고광수
재무연구 24 1 275-365
[2011]
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주식시장 상황에 따른 주식형 펀드의 성과와 성과 지속성: Smooth Transition Regression 접근'
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