附錄
C 延伸閱讀
- William J. Bernstein《投資金律》（The Four Pillars of Investing, 2nd ed.）、《智慧型資產配置》、《投資人宣言》
- Markowitz (1952), “Portfolio Selection”；Sharpe (1964), “Capital Asset Prices”
- Fama & French (1993, 2015) 三因子與五因子論文
- Sharpe (1991), “The Arithmetic of Active Management”
- Chopra & Ziemba (1993)；DeMiguel, Garlappi & Uppal (2009)；Ledoit & Wolf (2004)
- Dimson, Marsh & Staunton, Global Investment Returns Yearbook（跨國長期資料）
- Bessembinder (2018), “Do Stocks Outperform Treasury Bills?”
- Evans & Archer (1968)；Grinold (1989) 主動管理基本法則；Barber & Odean (2000)（第 29 章）