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