参考文献

前言

Brinson, Gary P., Hood，L. Randolph, and Beebower, Gilbert L., "Detenninants of Portfolio Perforrnance." Financial Analysits journal，July/August 1986"

Brinson, Gary P., Singer, Brian D., and Beebower, Gilbert L.,"Deterrninants of Portfolio Perforrnance II: An Update." Financial Analytsts journal，May/June 1991.

第2章

Crowther， Samuel, and Raskob ， John J., interview, Ladies Homejournal，August 1929.

Ibbotson Associates, Stocks, Bonds, Bills, and Inflation. Ibbotson Associates, 1999.

Keynes, John Maynard, The Collected Writings of john Maynard Keynes，Volume XII, Economtc Artic/es and Correpondence: Investment and Editorial. Carnbridge University Press, 1983.

第4章

Jorion, Phillippe, and Goetzrnann，W， "Global Stock Returns in the Twentieth Century." journal of Finance， June 1999.

第5章

Erb, Claude B., Harvey， campbell, and Viskanta， Tadas E., "Forecasting International Equity Correlations. " Financial Analysis，journal，November/December 1994.

Gibson, Roger C., Asset Allocatton, 3rd Ed. McGraw-Hill，2000.

Ibboston， Roger G., and Brinson, Gary P., Global lnvesting. McGrawHill, 1993.

Malkiel, Burton G， "Returns from Investing in Equity Mutual Funds from 1971 to 1991." journal Finance， June 1995.

Malkiel, Burton G., A Random Walk Down Wall Street，t. W. W. Norton, 1996.

Markowitz， Harry M., Portfolio Selection， 2nd Ed. Basil Blackwell 1991.

Markowitz, Harry M., Mean-Variance in Portforlio Choice and Captital Markets. McGraw-Hill, 2000.

第6章

Brearly， Richard A., An Introduction to Risk and Returnfrom Common Stocks. M.I.T. Press, 1969.

Graham, John R., and Harvey, Campbell R., "Market Timing Ability and Volatility Implied in Investment Newsletters' Asset Allocation Recommendations." Nattonal Bureau of Economic Researcb Working Paper No. 4890， 1995.

第7章

Benartzi, Shlomo, and Thaler， Richard H., "Myopic Loss Aversion and the Equity Premium Puzzle" The Quarterly journal of Economics，February 1995.

Clayman，Michelle, "In Search of Excellence: The Investor's Viewpoint." Financial Analysts journal， May/June 1987.

Dreman David N，and Berry, Michael A., "Overreaction, Undereaction，and the Low P/E Effect" Financial Analysts journal July/August 1995. (See also FAj, May/June 1995.)

Dreman, David N., Contrarian Investment Strategy: The Psycbology of Stock Market Success. Random House, 1979.

Fama ，Eugene F., and French, Kenneth R., "The Cross-Section of Expected Stock Retums." Journal of Finance，June 1992.

Graham, Benjarnin, The Intelligent Intestor. Harer and Row, 1973.

Graham, Benjarnin, and Dodd, David, Securlty AnaIysis: Prlnctples and Tecbnique. McGraw-Hill 1934. Reprinted 1996.

Haugen, Robert A., 1be New Finance: The Case Against Efficient Markets. Prentice-Hall, 1995.

Lakonishok， Josef， Shleifer, Andrei, and Vishny， Robert W., "Contrarian Investment, Extrapolation, and Risk." Journal of Finance, December 1994

Miller, Paul F， Jr. ， "Low P/E and Value lnvesting，" in Ellis, Charles D.,ed., Classics II: Anotber Investor's Antbology. Business One Irwin, 1991.

Peters, Thomas J., and Waterman， Robert W. Jr. , In Search of Excellence: Lessons  from America's Best Companies Harper Collins, 1982.

Siegel, Jeremy, Stocksfor the Long Run. McGraw-Hill, 2000.

Value Line Graphic Supplement 1994 (valuation historical data).

第8章

Bogle, John C., Bogle on Mutual Funds. Dell, 1994.

Bogle, John C., Common Sense on Mutual Funds. Wiley， 1999.

Cooley, P. L., Hubbard, C. M., and Wa!z, D. T., "Sustainable Withdrawal Rates from Your Retirement Portfolio." Financial Counseltng and Planning, 10(1), 39-47.

Edleson, Michael E. ，Value Averaging: the Safe and Easy Strategy for Higber Investment Returns. Intemational Publishing, 1993.