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| 基于多元分析法的我国开放式基金绩效评价 | |
| 引用本文： | 赵中秋,陈倩,李金林. 基于多元分析法的我国开放式基金绩效评价[J]. 北京理工大学学报(社会科学版), 2005, 7(3): 53-56 |
| 作者姓名： | 赵中秋 陈倩 李金林 |
| 作者单位： | 1.北京理工大学管理与经济学院,北京100081 |
| 基金项目： | A Performance Evaluation of Chinese Mutual Funds Based on the Method of Multivariate Statistical Analysis |
| 摘 要： | 在借鉴国内外学者的研究成果的基础上,选取了能全面反映基金绩效信息的多项分析指标,建立我国开放式基金绩效评价的综合体系。基于大量开放式基金的原始数据,采用单因素评价法和因子分析法相结合的综合分析法对开放式基金的业绩进行实证研究,给出开放式基金的综合评价,从而解决了由于单项评价指标过多造成的评价无序的问题。 |
| 关 键 词： | 开放式基金 基金绩效评价 多元分析 |
| 文章编号： | 1009-3370(2005)03-0053-04 |
| 收稿时间： | 2005-05-16 |
| 修稿时间： | 2005-05-16 |
A Performance Evaluation of Chinese Mutual Funds Based on the Method of Multivariate Statistical Analysis |
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| ZHAO Zhong-qiu,CHEN Qian and LI Jin-lin. A Performance Evaluation of Chinese Mutual Funds Based on the Method of Multivariate Statistical Analysis[J]. Journal of Beijing Institute of Technology(Social Sciences Edition), 2005, 7(3): 53-56 | |
| Authors: | ZHAO Zhong-qiu CHEN Qian LI Jin-lin |
| Affiliation: | 1.School of Management and Economics, Beijing Institute of Technology, Beijing 100081 |
| Abstract: | This paper uses domestic and international research results for reference in the selection of multivariate statistical indices for a comprehensive representation of mutual funds performance evaluation. It proposes to establish a comprehensive system for the performance evaluation of mutual funds in China, and conducts a case study with a comprehensive method that adopts single factor evaluation and multivariate factor evaluation. |
| Keywords: | mutual fund performance evaluation of fund multivariate analysis |
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