摘要
目前,国内对基金的研究还处于起步阶段,基金业本身也处于迅速发展阶段,如何全面合理的评价基金的运作业绩已经成为当前市场各方普遍关注的课题.运用国外较为流行的证券投资基金绩效评估指标对中国开放式基金业绩进行评估,评估结果与传统的收益率指标有很大差别,表明综合利用这些模型对中国开放式基金绩效进行评估尚须时日.
The performance evaluation models of securities investment have gained worldwide attention with the rapid development of mutual funds. 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 the 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 in China.
出处
《天津理工大学学报》
2006年第2期85-88,共4页
Journal of Tianjin University of Technology
关键词
整体绩效评估模型
择时与选股能力评估模型
开放式基金
holistic performance evaluation model
timing and stock-choosing performance evaluation
mutual funds
