中文部分(依作者筆劃順序排列):
王凱蒂 (2000), 臺股指數期貨價格發現(Price Discovery)之探討: 日內與週型態, 政治大學財務管理學系碩士論文.王友珊 (1999), 台股指數期貨與現貨價格之動態關聯性, 國防管理學院資源管理學系碩士論文.呂秋香 (2000), 股價指數期貨之時間攸關異常效應, 台灣科技大學資訊管理研究所碩士論文.佘光麒 (2000), Managed futures簡介, 寶來金融創新季刊第12期.
吳易欣 (1998), 股價指數期貨與現貨之關聯性─新加坡摩根台股指數期貨實證分析, 政治大學金融學系碩士論文.周行一、杜化宇、黃冠文、陳盈之、鐘伯婷 (2002), 台灣共同基金使用期貨之績效研究, 台灣期貨交易所未出版研究報告.陳松男 (1996), 選擇權與期貨:衍生性商品.
陳淑慧 (1996), 衍生性金融商品運用於基金管理之研究, 國立台灣大學商學研究所碩士論文.黃玉娟、許守德 (1997), 台股指數現貨與期貨市場價格動態關聯性之研究,
証券市場發展季刊, 第9卷, 第3期, pp. 1-28.
黃冠文 (2002), 加值指數型基金─現貨替換, 國立政治大學未出版研究
賴瑞芬 (1997), 台股指數現貨與期貨日內價格關係之研究, 國立台灣大學財務金融研究所碩士論文.英文部分(依作者字母順序排列):
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Anonymous (1998), Skandia adds enhanced index to annuity series, Fund Action, vol. 9, no. 3, pp. 4.
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Anonymous (2001), Fudging the numbers: Arbitrage in the stock indexes, Futures, vol. 30, no. 7, pp. 31-32
Anonymous (2002), Enhanced index funds shine after getting pounded last year, Bank Investment Marketing, vol. 10, no.1, pp. 28.
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Baratz, M. S. and W. Eresian (1990), The role of managed futures accounts in an investment portfolio, MAR Conference on Futures Money Management, January.
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Clouse, C. J. (1999), Chicago park seeks semi-passive manager, Investment Management Weekly, May 24, pp. 2.
Clouse, C. J. (1999), Duluth teachers board ponders new mandates, Investment Management Weekly, Nov 15, pp. 2.
Clouse, C. J. (1999), Foundation replaces value stock manager, Investment Management Weekly, Feb 15, pp. 3.
Clouse, C. J. (1999), Illinois municipal adds enhanced fixed, Investment Management Weekly, Dec 6, pp. 3.
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Ekman, P. D. (1992), Intraday patterns in the S&P 500 index futures markets, Journal of Futures Markets, vol. 12, no. 4, pp. 365-381.
Elton, E. J., M. J. Gruber and J. C. Rentzler (1987), Professionally Managed, Publicly Traded Commodity Funds, Journal of Business 60, no. 2, 1987.
Elton, E. J., M. J. Gruber and J. C. Rentzler (1990), The performance of publicly offered commodity funds, Financial Analysts Journal, July-Augest.
Fama, E. (1976), Inflation uncertainty and expected returns on treasury bills, Journal of Political Economy 84, pp. 427-448.
Fama, E. and G.W. Schwert (1977), Asset returns and inflation, Journal of Financial Economics 5, pp. 115-146.
Figlewski, S. (1984), Explaining the early discounts on stock index futures: The case for disequilibrium, Financial Analysts Journal, July-August, pp.43-47.
Fischmar, D and C. C. Peters (1991), Portfolio of stocks, bonds and managed futures using compromise stochastic dominance, Journal of Futures Markets Ⅱ, no. 3, June.
Fitzgerald, M. D. (1993), Financial Futures, Euromoney Books, Second edition.
Fitzsimmons, K. (1997), Annuities watch: Annuities add enhanced index funds, Wall Street Journal, Aug 25, C, 18:1.
Fortin, R. and S. Michelson (1999), Fund indexing VS active management: The results are, Journal of Financial Planning, vol. 5, no. 12, pp. 74-81.
Frino, A. and M. D. Mckenzie (2002), The pricing of stock index futures spreads at contract expiration, Journal of Futures Markets, vol. 22, no. 5, pp. 451-469.
Fulman, R. (1999), N.Y. common ups enhanced indexed stock, Pensions & Investments, vol. 27, no. 5, pp. 3, 46.
Fulman, R. (2002), GE asset pulls in nearly $8 billion from institutional investors in 2001, Pensions & Investments, vol. 30, no. 3, pp. 35.
Fung, J. K. W. and P. Draper (1999), Mispricing of index futures contracts and short sales constraints, Journal of Futures Markets, vol. 19, no. 6, pp. 695-715.
Gastineau, G. and A. Madansky (1983), S&P 500 stock index futures evaluation tables, Financial Analysts Journal, vol. 30, no. 6, pp. 68-76.
Ghosh, A. (1993), Cointegration and error correction models: Intertemporal causality between index and futures prices, Journal of Futures Markets, vol. 13, no. 7, pp. 743-752.
Gitter, M. (1995), Investing, for the passive-aggressive, Financial Planning, vol. 24, no. 2, pp. 59.
Gordon, D. (1997), These super index funds aim to beat the market, Money, vol. 26, no. 5, pp. 130-134.
Grinold, R. and Kahn (1995), Active Portfolio Management.
Gutner, T. (1999), Enhanced? Only the expenses, Business Weekly, July 5, pp. 94.
Han, L. M. and L. Misra (1990), The relationship between the volatilities of the S&P 500 index and futures contracts implicit in their call option prices, Journal of Futures Markets, vol. 10, no. 3, pp. 273-285.
Harris, L., G. Sofianos and J. E. Shapiro (1994), Program trading and intraday volatility, Review of Financial Studies, vol. 7, no. 4, pp. 653-685.
Hasbrouck, J. (1996), Order characteristics and stock price evolution: An application to program trading, Journal of Financial Economics, vol. 41, no. 1, pp. 129-149.
Hill, J. M., R. C. Jones, L. A. Kohn and D. G. Kabiller (1995), Enhanced Indexation, Pension & Endowment Forum, edited by Goldman Sachs.
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Huang, K.W. (2002), Price behavior of index futures spread when contract expires, National Chengchi University, Working paper.
Huang, K. W. (2002), Intraday patterns of Taifex spread, National Chengchi University, Working paper.
Irwin, S. and D. Landa (1987), Real estate, futures, and gold as portfolio assets, Journal of Portfolio Management, Fall.
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