[1] M.C.Jensen.Problems in Selection of Security Portfolios--Performance of Mutual Funds in Period 1945-1964[J].Journal of Finance,1968,23(2):389-416.[2] M.Grinblatt,S.Titmam The Persistence of Mutual Fund Performance[J].Journal of Finance,1992,47(5):1 977--1 984.[3] W.N.Goetzmann,R.G.Ibbotson.Do Winners Repeat?[J].Journal of Portfolio Management,1994,20(2):9-18.[4] B.G.Malkiel.Returns from Investing in Equity Mutual Funds 1971 to 1991[J].Journal of Finance,1995,50(2):549-572.[5] S.J.Brown,W.N.Goetzmann.Performance Persistence[J].Journal of Finance,1995,50(2):679-698.[6] 倪苏云,肖辉,吴冲锋.中国证券投资基金业绩持续性研究[J].预测,2002,(6):41-44.[7] 吴启芳,汪寿阳,黎建强.中国证券投资基金业绩的持续性检验[J].管理评论,2003,(11):23-28.[8] 杨义灿,茅宁.我国证券投资基金业绩持续性实证研究[N].中国证券报,2003-08-14.[9] 李德辉,方兆本,余雁.扫描统计量--检测基金业绩持续性的新方法[J].运筹与管理,2006,(2):82-87.[10] Joseph Glaz,N.Balakrishnan.Scan Statistics and Applications[M].Boston:Birkhauser,1999. |