摘要
本文在传统投入产出效率分析———数据包络分析 (DEA)方法的基础上 ,通过采用改进型的投入产出DEA模型 ,对深圳证券市场2002年前上市的25家封闭式证券投资基金在2002年上半年的业绩进行综合评价。结果表明 ,在评价期间内大部分基金表现为相对无效。
This paper applies the input-and-output-oriented data envelopment analysis(DEA),which is an improved model based on the traditional DEA model,to appraise the performance of twenty-five investment funds listed before2002in the first half year of2002.The research shows that most of investment funds are relative ineffiˉcicet.At the same time we rank the funds according to their DEA scores.
出处
《价值工程》
2003年第4期63-65,共3页
Value Engineering
