| 证券投资基金绩效评价指标评析及实证 |
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| 引用本文： | 薛锋,董颖颖.证券投资基金绩效评价指标评析及实证[J].西安交通大学学报(社会科学版),2002,22(3):41-44. |
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| 作者姓名： | 薛锋 董颖颖 |
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| 作者单位： | 西安交通大学,陕西,西安,710049 |
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| 基金项目： | 国家自然科学基金项目 (79970 0 1 0 ) |
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| 摘 要： | 在对基金绩效进行分解的基础上 ,对证券选择能力和市场时机把握能力指标进行了深入分析和评价 ,指出证券选择能力和市场时机把握能力是衡量基金绩效的重要内容 ,同时指出了西方传统风险调整收益指标所存在的缺陷 ,并对 2 0 0 1年中国基金管理人的证券选择能力和市场时机把握能力进行了实证研究
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| 关 键 词： | 证券投资基金 投资组合 绩效评价 |
| 文章编号： | 1008-245X(2002)03-0041-04 |
| 修稿时间： | 2002年4月22日 |
Analysis and Empirical Study of Assessment Indexes of the Performance of Security Investment Funds |
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| XUE Feng,DONG Ying ying.Analysis and Empirical Study of Assessment Indexes of the Performance of Security Investment Funds[J].Journal of Xi'an Jiaotong University(Social Sciences),2002,22(3):41-44. |
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| Authors: | XUE Feng DONG Ying ying |
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| Abstract: | Based on the decomposition of security investment funds, the paper makes a thorough analysis and evaluation of the timing ability and security selection ability of a fund manager and then points out the imperfection existing in the adjustment of the earning indexes according to the Western tradition. Finally, the paper conducts an empirical study on the two abilities of the Chinese fund managers in 2001. |
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| Keywords: | security investment fund investment grouping performance evaluation |
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