1 윤영섭, "특정 산업에 집중된 펀드의 성과가 더 우수한가? : 한국 펀드시장에서의 증거" 한국재무관리학회 28 (28): 61-92, 2011
2 한동, "직접-역회귀분석을 이용한 국내 주식형펀드의 장기성과분석" 대한경영학회 19 (19): 2185-2213, 2006
3 최종범, "조건부성과평가모형을 이용한 국내 주식형 펀드의성과지속성 검증에 관한 연구" 2005
4 금융투자협회, "금융투자자의 투자실태에 관한 조사 보고서" 2012
5 민성기, "공모펀드들의 유형별 성과 지속성" 대한경영학회 20 (20): 1413-1431, 2007
6 Elton, E. J., "The persistence of risk-adjusted mutual fund performance" 69 : 133-157, 1996
7 Brown, S., "Survivorship bias in performance studies" 4 : 553-580, 1992
8 Bollen, N. P. B, "Short-term persistence in mutual fund performance" 18 : 569-597, 2005
9 강장구, "Sharpe의 방법론을 이용한 한국 주식형펀드의 운용스타일 및 성과분석" 한국증권학회 39 (39): 307-339, 2010
10 Jegadeesh, N, "Returns to buying winners and selling losers : implications for stock market efficiency" 48 : 65-91, 1993
1 윤영섭, "특정 산업에 집중된 펀드의 성과가 더 우수한가? : 한국 펀드시장에서의 증거" 한국재무관리학회 28 (28): 61-92, 2011
2 한동, "직접-역회귀분석을 이용한 국내 주식형펀드의 장기성과분석" 대한경영학회 19 (19): 2185-2213, 2006
3 최종범, "조건부성과평가모형을 이용한 국내 주식형 펀드의성과지속성 검증에 관한 연구" 2005
4 금융투자협회, "금융투자자의 투자실태에 관한 조사 보고서" 2012
5 민성기, "공모펀드들의 유형별 성과 지속성" 대한경영학회 20 (20): 1413-1431, 2007
6 Elton, E. J., "The persistence of risk-adjusted mutual fund performance" 69 : 133-157, 1996
7 Brown, S., "Survivorship bias in performance studies" 4 : 553-580, 1992
8 Bollen, N. P. B, "Short-term persistence in mutual fund performance" 18 : 569-597, 2005
9 강장구, "Sharpe의 방법론을 이용한 한국 주식형펀드의 운용스타일 및 성과분석" 한국증권학회 39 (39): 307-339, 2010
10 Jegadeesh, N, "Returns to buying winners and selling losers : implications for stock market efficiency" 48 : 65-91, 1993
11 Carhart, M. M., "Persistence in mutual fund performance re-examined" 1992
12 Brown, S, "Performance persistence" 50 : 679-698, 1995
13 Grinblatt, M, "Performance measurement without benchmark: an examination of mutual fund returns" I66 : 47-68, 1993
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16 Carhart, M. M., "On persistence un mutual fund performance" 52 : 57-82, 1997
17 Henriksson, R, "On market timing and investment performance. I. An equilibrium theory of value for market forecasts" 54 : 363-406, 1981
18 Wermers, R., "Mutual fund performance : an empirical decomposition into stock picking talent, style, transaction costs, and expenses" 4 : 1655-1695, 2000
19 Busse, J. A, "Mutual fund industry selection and persistence" 2008
20 Daniel, K., "Measuring mutual fund performance with characteristic based benchmark" 3 : 1035-1058, 1997
21 Ferson, W. E, "Measuring fund strategy and performance in changing economic conditions" 51 : 425-461, 1996
22 Hendricks, D., "Hot hands in mutual funds : short-run persistence of relative performance" 48 : 93-130, 1993
23 Kothari, S. P, "Evaluating mutual fund performance" 54 : 1985-2010, 2001
24 Elton, E. J, "Efficiency with costly information : a reinterpretation of evidence from managed portfolios" 6 : 1-22, 1993
25 Huij, J., "Cross sectional learning and short run persistence in mutual fund performance" 31 : 973-997, 2007
26 Sirri, E. R, "Costly search and mutual fund flows" 53 : 1589-1622, 1998
27 Kosowski, R., "Can mutual fund stars really pick stocks? new evidence from a bootstrap analysis" 6 : 2551-2595, 2006
28 Sharpe, W. F., "Asset allocation: Management style and performance measurement" 7-19, 1992
29 Chen, H. L., "An examination of the stock holdings and trades of fund managers" 35 : 343-368, 2000