參考文獻
英文部份
Bala Arshanapalli, Lorne N. Switzer, and Loretta T.S. Hung, 2004, “Active versus Passive Strategies for EAFE and the S&P 500.” The Journal of Portfolio Management Summer, pp. 51-60.
Black and Fischer, 1987, Business Cycles and Equilibrium. New York: Basil Blackwell.
Campbell, John Y., 1987. “Stock Returns and the Term Structure.” Journal of Financial Economics 18, pp. 373-399.
Chen, Nai-Fu, Richard Roll, and Stephen A. Ross, 1986, “Economic Forces and the Stock Market.” Journal of Business 56, pp. 383-403.
Daniel C. Hardy, 1990, “Market Timing and International Diversification” The Journal of Portfolio Management Summer, pp. 23-27.
Fama, Eugene F. and Kenneth R. French, 1989, “Business Conditions and Expected Returns on Stocks and Bonds.” Journal of Financial Economics 25, pp. 23-49.
Fama, Eugene F. and Kenneth R. French, 1993 “Common Risk Factors in the Returns on Stock and Bonds.” Journal of Financial Economics 33, pp. 3-56.
Glen A. Larsen, Jr., and Gregory D. Wozniak, 1995. “Market Timing Can Work in Real World.”, The Journal of Portfolio Management Spring, pp. 74-84.
Henriksson, R., and Robert C. Merton, 1981, “On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills.”, Journal of Business 54, pp. 513-533
Keim, Donald B. and Robert F. Stambaugh, 1986 “Predicting Returns in the Stock and Bond Markets.” Journal of Financial Economics 17, pp. 357-390.
Peter Bossaerts and Pierre Hillion, 1999, “Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?” The Review of Financial Studies 12, No. 2, pp. 405-428.
Ronald N. Kahn, Jacques Roulet and Shahram Tajbakhsh, 1996, “Three Steps to Global Asset Allocation.” The Journal of Portfolio Management Fall, pp. 23-31.
Sergei Sontchilk and Aleksandar Georgiev, 2003, “Dynamic International Asset Allocation Strategies.” MERTON H. MILLER Doctoral Seminar.
Shmuel Kandel and Robert F. Stambaugh, 1996, “On the Predictability of Stock Returns: An Asset-Allocation Perspective.” The Journal of Finance 51, No. 2, pp. 385-424.
Thomas K. Philips, Greg T. Rogers, and Robert E. Capaldi, 1996 “Tatical Asset Allocation: 1977-1997.” The Journal of Portfolio Management Fall, pp. 57-64.
Wayne E. Ferson and Rudi W. Schadt, 1996, “Measuring Fund Strategy and Performance in Changing Economic Conditions.” The Journal of Finance 51,pp. 425-461.
中文部份
趙永昱, 2002, “技術分析交易法則在股市擇時之實證研究”, 國立中山大學財務管理學系碩士論文”劉應興 編譯, 1998, “非線性迴歸與相關分析-應用線性迴歸模型”
劉應興 編譯, 1997, “應用線性迴歸模型”
彭昭英, 1999, “SAS與統計析”第十版