| 中国证券投资基金业绩实证分析 |
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| 引用本文： | 刘永文. 中国证券投资基金业绩实证分析[J]. 贵州工业大学学报(社会科学版), 2006, 8(6): 12-15 |
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| 作者姓名： | 刘永文 |
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| 作者单位： | 贵州大学教务处,贵州,贵阳,550025 |
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| 摘 要： | 目前国内外的相关学者在证券投资基金业绩评价方面已经做了许多研究工作。借鉴国外广泛运用的业绩评估模型,如特雷诺指数、夏普指数、詹森指数的基础上,结合我国的具体实际情况,对我国2004年的开放式基金的整体经营业绩进行全面、动态的实证研究,2004年我国开放式基金的业绩总体上优于股市大盘,我国应继续扩大基金市场总体规模。
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| 关 键 词： | 证券投资基金 业绩 实证研究 |
| 文章编号： | 1009-0509(2006)06-0012-04 |
| 修稿时间： | 2006-10-21 |
An Empirical Research on the Performance of China''''s Security Investment Funds |
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| LIU Yong-wen. An Empirical Research on the Performance of China''''s Security Investment Funds[J]. Journal of Guizhou University of Technology(Social Science Edition), 2006, 8(6): 12-15 |
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| Authors: | LIU Yong-wen |
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| Abstract: | Much research has been done on the performance evaluation of funds,and some experts abroad have set up a mature and systemic theory system through decades of hard work.This article,based on the typical evaluation methods of the investment funds,such as Trenoy performance Index,Sharpe per- formance Index,Jesen performance index,and the practice in China,is designed to evaluate the perfor- mance of China's opened-funds in 2004.The research makes the following conclusions:Most of the China's opened-funds can override the market in 2004.Based on the study,the writer analyzes the rea- son and gives advice. |
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| Keywords: | security investment funds performance empirical research |
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