<p>1、</p><p>文献名：The economic fundamentals of size and book-to-market equity</p><p>作者：Eugene F Fama&amp;Kenneth R French</p><p>出处：Chicago: Working paper, 1992</p><p>电子链接：http://www.jstor.org/pss/2329241</p><p>2、</p><p>文献名：Common risk factors in the returns on stocks and bonds</p><p>作者：Eugene F Fama&amp;Kenneth R French</p><p>出处：Journal of Financial Economics.Volume (Year): 33 (1993) Issue (Month): 1 (February) Pages: 3-56</p><p>电子链接：http://ideas.repec.org/a/eee/jfinec/v33y1993i1p3-56.html</p><p>3、</p><p>文献名：The Performance of Professional Market Timers: Daily Evidence from Executed Strategies</p><p>作者：Chance, Don M.&nbsp; Hemler, Michael L.</p><p>出处：Journal of Financial Economics.Volume (Year): 62 (2001) Issue (Month): 2 (November) Pages: 377-411<br/></p><p>电子链接：http://ideas.repec.org/a/eee/jfinec/v62y2001i2p377-411.html</p><p>4、</p><p>文献名：Measuring Fund Strategy and Performance in Changing Economic Conditions</p><p></p><p>作者：Ferson, Wayne E&nbsp; Schadt, Rudi W<br/>出处：Journal of Finance.Volume (Year): 51 (1996) Issue (Month): 2 (June)Pages: 425-61<br/></p><p>电子链接：http://ideas.repec.org/a/bla/jfinan/v51y1996i2p425-61.html</p><p>5、</p><p>文献名：Evaluating Fund Performance in a Dynamic Market</p><p>作者：Ferson, W.E.&amp;Warther, V .A.</p><p>出处：Financial Analysts Journal, 1996(52): 20-28</p><p>电子链接：http://www.cfapubs.org/doi/pdf/10.2469/faj.v52.n6.2037<br/></p>

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