|
| 摘要: |
| 由于国外较为流行的整体绩效评估指标目前在我国开放式基金业绩评估中处于失效状况，而传统的收益率指标又由于未考虑风险因素而存在缺陷，选择何种适合我国特点的评估模型尚有大量的问题急待解决，对国外广泛应用的证券投资基金绩效评估模型进行分析，发现综合利用这些模型对我国开放式基金绩效进行评估尚须时日。 |
| 关键词: 基金绩效评估模型 中国 证券投资基金 整体绩效 择时能力 选股能力 开放式基金 |
| DOI： |
| 分类号:F830.91 |
| 基金项目:Funds performance evaluation model and its application in mutual funds performance evaluation in China |
|
| Funds performance evaluation model and its application in mutual funds performance evaluation in China |
|
WANG Zhi WU Hai-feng
|
| Abstract: |
| Performance evaluation models of securities investment funds have accomplished abroad and new revised and supplemented models are continuously derived. These models can be classified into holistic performance evaluation model and timing and stock - choosing performance evaluation model. Because foreign popular holistic performance evaluation models are ineffective in mutual funds performance evaluation in China and because traditional earning rate index does not consider that risk factors have defects, there are a lot of things to do about selection of a good performance evaluation model. This paper analyzes foreign performance evaluation models of securities investment funds and makes positive research into mutual funds performance evaluation of China. |
| Key words: holistic performance evaluation model,timing and stock-choosing performance evaluation,mutual funds |
