我国证券投资基金绩效评估的实证研究

    A Empirical Study on Performance Evaluation of Chinese Securities Investment Fund

    • 摘要: 通过对基金风险调整的整体绩效评估模型及基金经理投资才能评估模型进行述评,比较各种评估模型的优缺点,并分析它们在实际运用中存在的局限。并对12 只基金在2007 年8 月13 日-2008 年4 月11 日的绩效表现作了实证研究,从而得出几点主要结论。

       

      Abstract: This paper reviews prevailing evaluation models on risk-yield, the ability of security selection and timing-choice and points out the limitations in the practical use.On the base of reviewing,the paper provides an empirical analysis of the performance of 12 funds from Aug.13,2007 to Apr.11,2008.,and puts forward several conclusions.

       

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