|
國內文獻 1.呂盈錄(2004),依平均數-變異數準則構建 ETF-以台灣 50 指數基金為例,成功大學財務金融研究所 2.高群荐(2004),不動產投資信託的泡沫研究,輔仁大學經濟學研究所 3.徐潔茵(2012),不動產類股對於投資組合績效的影響─以英國市場為例,國立東華大學財務金融學系 4.陳俊宇(2008),建立一個具效率前緣的投資組合應用於國際主要股票市場,成功大學財務金融研究所 5.陳志揚(2008),主動風險與核心-衛星資產配置,中央大學財務金融研究所 6.陳冠廷(2012),持有 REITs 對於投資組合的影響性-----------以美國投資人為例,國立東華大學財務金融學系 7.梁榮輝(2001)投資學,第三版,華立出版社 8.龔艷麗(2012),黃金投資與資產配置效益分析,國立高雄應用科技大學金融資訊研究所 國外文獻 1.Chris Riley(2010) " A New Gold Rush: Investing in Precious Metals ", Journal of Investing,19(2),95-100. 2.Fabozzi, F. J. and J. C. Francis.(1977),"Stability Tests for Alphas and Betas Over Bull and Bear Market Conditions", Journal of Finance,32(4), pp1093-1099. 3.Grubel, H.G. (1968), "Internationally diversified portfolios: welfare gains and capital flows."American Economic Review, 58(5), 1299-1314. 4.Georgi Georgiev, Bhaswar Gupta, and Thomas Kunkel(2003), "Benefits of REIT", Journal of Portfolio Management,29(5),28-33. 5.Hsuan-Chi Chen, Keng-Yu Ho, Chiuling Lu, and Cheng-Huan Wu(2005), "Real Estate Investment Trusts", Journal of Portfolio Management,31(5),46-54. 6.Levy , Hand M. Sarnat (1970) "International diversification of investment portfolios", American Economic Review, 60, 668-675. 7.Luis Garcia-Feijoo, Gerald R. Jensen, and Robert R. Johnson(2012), " The Effectiveness of Asset Classes in Hedging Risk", The Journal of Portfolio Management,38(3),40-55. 8.Markowitz, H. (1952), "Portfolio selection." Journal of Finance, 7(1), 77-91. 9.Mitchell Ratner and Steven Klein (2008),"The Portfolio Implications of Gold Investment " Journal of Investing,17(1),77-87. 10.C. Mitchell Conover, Gerald R Jensen, Robert R Johnson, Jeffrey M Mercer(2009), " Can Precious Metals Make Your Portfolio Shine?", The Journal of Investing,18(1),75-86. 11.Michael J. Naylor, Udomsak Wongchoti, and Chris Gianotti(2011), " Abnormal Returns in Gold and Silver Exchange-Traded Funds ", The Journal of Index Investing,2(2),96-103. 12.Rhona O'connell(2007), " Gold Exchange Traded Funds Their Evolution and Their Role ", ETFs and Indexing,2007(1),129-135. 13.Robert K. Shapiro and Ric Thomas(2011), " Should Institutional Investors Own Gold?", The Journal of Index Investing,2(3),19-27. 14.Salvatore Bruno and Ludwig Chincarini(2011), " A Multi-Asset Approach to Inflation Hedging for a U.S. Investor ", The Journal of Portfolio Management,37(3),102-115. 15.Sharpe, W. F. (1964),"The sharpe ratio." Journal of Portfolio Management, 21(1),49-58. 16.Susan Hudson-Wilson,Jacques N. Gordon,Frank J. Fabozzi(2005) "Why Real Estate? ", Journal of Portfolio Management,31(5),12-21. 17.Thomas M. Idzorek, Michael Barad, and Stephen L. Meier(2007), " Global Commercial Real Estate ", The Journal of Portfolio Management,33(5),37-52.
|