基于主成分分析的基金绩效评价模型研究

基金评价作为投资者进行投资最主要的参考依据,在基金投资中发挥着举足轻重的作用.文章应用主成分分析这一适用于多项指标综合评价的多元统计分析方法,建立了基金绩效的综合评价模型.通过对偏股型、股债平衡型两类基金绩效评价的实证分析,得出各类基金运作业绩的优异与不足,证明本文所建立的综合评价模型具有较好的实用性. .

Research on fund performance appraisal model based on main composition analytic approach

The fund appraisement, as the most major reference standard to investors, plays the role of enough importance in the fund investment. Using main composition analytic approach which is applicable to multiple index comprehensive pluralism of appraisal to count the analytical method, this paper has set up the comprehensive appraisal model of the performance of funds.Through the analysis of types and debt balanced type fund`s real example of performance appraisement, this paper reveals the advantages of all kinds of fund operation achievements and weak points, and proves that the comprehensive appraisal model set up here has better practicability.