| 基于风格分析的基金业绩评价 |
| |
| 引用本文： | 苏志鹏,杨辉耀. 基于风格分析的基金业绩评价[J]. 广州大学学报(自然科学版), 2005, 4(3): 230-233 |
| |
| 作者姓名： | 苏志鹏 杨辉耀 |
| |
| 作者单位： | 广州大学,金融证券研究所,广东,广州,510405;广州大学,金融证券研究所,广东,广州,510405 |
| |
| 摘 要： | 风格分析是基金业绩评价的重要组成部分．通过提出一个新的风格分类方法和改进原有的基金业绩评价模型，研究了国内20个基金的风格和业绩之间的关系．研究结果表明：小市值类基金的业绩最好，投资小市值成长类股票是最优的投资策略．
|
| 关 键 词： | 基金风格 投资风格 收益表现风格 基金业绩评价 |
| 文章编号： | 1671-4229(2005)03-0230-04 |
| 修稿时间： | 2004-09-16 |
Evaluating the performance of the mutual funds based on the style analysis |
| |
| SU Zhi-peng,YANG Hui-yao. Evaluating the performance of the mutual funds based on the style analysis[J]. Journal og Guangzhou University:Natural Science Edition, 2005, 4(3): 230-233 |
| |
| Authors: | SU Zhi-peng YANG Hui-yao |
| |
| Abstract: | Style analysis is a very important component of evaluating performance of mutual funds. Through presenting a new method of style analysis and improving the previous model of evaluating performance of funds in this paper, we study the relationship between style and performance of 20 funds in our country. The research result shows that the best performance is small size funds and the optimal investment strategy is investing the small size-growth stocks. |
| |
| Keywords: | fund style investment style return style evaluating the performance of fund |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
