中文部份
廖世魁(1996),「國內、外法人機構對股市對國內股市影響效果的研究」,私立淡江大學管理科學研究所碩士論文。張勝傑(1996),「外資買賣超資訊參考價值之研究」,國立中興大學企業管理學系研究所碩士論文。田慧琦(1997),「外資買賣短期市場衝擊與長期績效之研究」,國立政治大學國際貿易研究所碩士論文 。高妮瑋(2000),「機構投資人持股偏好與績效之研究」,國立中正大學會計學研究所碩士論文。林瑞堂(2000),「外資及國內法人交易行為對台灣股市的波動與操作績效的探討」, 輔仁大學經濟學研究所碩士論文。王若愚(1998),「台灣共同基金績效評估─以個股特徵為基準投資組合之研究」,台灣科技大學管理技術研究所碩士論文。石壯(2000),「台灣股票基金之績效-特徵基礎法之應用」,國防管理學院資源管理所碩士論文。
林志榮(1999),「國內共同基金之運作績效與其對股市影響之研究」,國立中興大學企業管理研究所碩士論文。范昌華(1998),「台灣共同基金績效評估之研究」,名傳大學國際企業管理研究所碩士論文。袁興震(1998),「以股票特性為基準之共同基金績效評估」,國立中正大學財務金融研究所碩士論文。
張志宏(1996),「台灣共同基金投資績效評估之研究」,成功大學企業管理研究所碩士論文。廖含珮(2002),「台灣共同基金績效之分析-無參數資料包絡分析法」,中國文化大學經濟學系研究所碩士論文。譚志忠(1999),「DEA投資組合效率指數-應用於台灣地區股票型共同基金績效評估」,淡江大學財務金融研究所碩士論文。英文部份
Banker, R. D., A. Charnes, and W.W. Cooper (1984), "Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis," Management Science 30, 1078-1092.
Banz, Rolf W. (1981), "The relationship between return and market value of common stocks," Journal of Financial Economics 9, 3-18.
Basu, Sanjoy (1983), "The Relationship between Earnings Yield, Market Value and Return for NYSE Common Stocks: Further Evidence," Journal of Financial Economics 12, 129-156.
Bhandari, Laxmi Chand (1988), "Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence," Journal of Finance 43, 507-528.
Black, Fischer (1972), "Capital Market Equilibrium with Restricted Borrowing," Journal of Business 45, 444-455.
Carhart, Mark M. (1997), "On Persistence in Mutual Fund Performance," Journal of Finance 52, 57-82.
Chan, Louis K.C., Yasushi Hamao, and Josef Lakonishok (1991), "Fundamentals and Stock Returns in Japan," Journal of Finance 46, 1739-1789.
Chang Eric C. and Lewellen Wilbur G. (1984), "Market Timing and Mutual Fund Investment Performance," Journal of Business 57(1), 57-72.
CHARNES, A., COOPER, W.W. and GOLANY, B. et al. (1985), "Foundations of Data Envelopment Analysis for Pareto-Koopmans Efficient Empirical Production Functions," Journal of Econometrics 30, 91-108.
Chang, K. P., (1999), “Measuring Efficiency with Quasiconcave Production Frontiers,” European Journal of Operational Research 155, 497-506.
Charnes,A., W.W. Cooper and E.Rhodes, Short Communication (1979), "Measuring the Efficiency of Decision-making Units," European of Operational Research 3(4), 3-39.
Copeland, T.E. and Mayers, D. (1982), "The Value Line Enigma (1965-1978): A Case Study of Performance Evaluation Issues, "Journal of Financial Economics 10, 3, 289-321.
Cornell, B. (1979), "Asymmetric Information and Investment Performance Measurement," Journal of Financial Economics 7, 381-390.
Daniel,Kent, Mark Grinblatt, Sheridan Titman, and Russ Wermers (1997), "Measuring Mutual Fund Performance with Characteristic-Based Benchmarks," Journal of Finance 52, 1035-1058.
Deprins D., L. Simar and H. Tulkens (1984), “Measuring Labor Efficiency in Post Offices,” in M. Marchand, P. Pestieay and H. Tulkens, eds. The Performance of Public Enterprices: Concepts and Measurement (Amsterdam, North Holland), 243-267.
Fama, Eugene F., and James D. MacBeth(1973), "Risk, Return and Equilibrium: Empirical Tests," Journal of Political Economy 81, 607-636.
Fama, Eugene F., and Kenneth R. French 1992, "The Cross-Section of Expected Stock Returns, " Journal of Finance 47, 427-466.
Fama, Eugene F., and Kenneth R. French (1993), "Common Risk Factors in the Returns on Stocks and Bonds," Journal of Financial Economics 33, 3-56.
Fama, Eugene F., and Kenneth R. French (1995), "Size and Book-to-Market Factors in Earnings and Returns", Journal of Finance 50, 131-155.
Fama, Eugene F., and Kenneth R. French (1996), "Multifactor Explanation of Asset Pricing Anomalies, " Journal of Finance 51, 55-84.
Fama, Eugene F., and Kenneth R. French, 1998, Value Versus Growth: The International Evidence, Journal of Finance 53, 1975-1999.
Farrell, M.J. (1957), "The Measurement of Productive Efficiency," Journal of the Royal Statistical Society Series A 120, 253-281.
Grinblatt, Mark and Sheridan Titman (1993), "Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns," Journal of Business 66, 47-68.
Henriksson, R.D., Merton, R.C. (1981), "On Market Timing and Investment Performance II: Statistical Pro-cedures for Evaluating Forecasting Skills," Journal of Business 54, 513-533.
Jegadeesh, Narasimhan, and Sheridan Titman (1993), "Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency," Journal of Finance 48, 65-91.
M. C. Jensen (1968), "The Performance of Mutual Funds in the Period 1945-1964," The Journal of Finance 23 ,389-416.
McMullen, P.R., Strong, R.A. (1998), "Selection of Mutual Funds Using Data Envelopment Analysis, " Journal of Business and Economics Studies, 4(1), 1-12.
Murthi B.P.S., Choi Yoon K., Desai Preyas (1997), "Efficiency of Mutual Funds and Portfolio Performance Measurement: A Non-Parametric Approach," European Journal of Operational Research 98(2), 408-418.
Rosenberg, Barr, Kenneth Reid, and Ronald Lanstein (1985), "Persuasive Evidence of Market Inefficiency," Journal of Portfolio Management 11, 9-17.
Sharpe, William F. (1966), "Mutual Fund Performance," Journal of Business 39(1), 119-138.
Stattman, Dennis (1980), "Book Values and Stock Returns, " The Chicago MBA: A Journal of Selected Papers 4, 25-45.
Treynor, J., and F. Mazuy (1966), "Can Mutual Funds Outguess the Market? " Harvard Business Review 44, 131-136.
Treynor, J.L. (1965), "How to Rate Management of Investment Funds," Harvard Business Review 43, 63-75.
Sharpe, William F. (1964), "Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk," Journal of Finance 19, 425-442.