1Treynor.How to Rate Management Investment Funds[J].Harvard Business Review.1965(43).
2Roy D.Henriksson,Robert C.Merton.On Market Timing and Investment Performance.ll.Statiscal Procedures for Evaluating Forecasting Skills[J].The Journal of Business,1981,VOL.54.
3Eric C.Chang,Wilbur G.Lewellen.Market Timing and Mutual Fund Investment Performanee[J].Journal of Business,1984,Vol.57.
4Treynor. How to rate management investment funds[J]. Harvard Business Review,1965, (43):63-75.
5Jensen. The performance of mutual fund in the period. 1945-1964[J]. Journal of Finance, 1968(23). 389-416.
6Henriksson, Merten On market timing and investment performance:Statistical procedure for evaluting, forecasts skills[J]. Journal of Business, 1981(54): 217-235.
7William F, Sharpe. The sharpe ratio[J]. Journal of Portfolio Management, 1994, Fall.
8Michacel Stutzer, A Portfolio Performance Index[J]. Financial Analysis Journal, May/June,2000.
9William F. Sharpe, Asset Allocation: Management Style and Performance Measurement[J]. Journal of Portfolio Management, Winter, 1982.
10Modigliani, F. and Modigliani, L. Risk-adjusted Performance[J]. Journal of Portfolio Management, 1997, 23(2) winter, 45-54.