| 证券投资基金绩效评价研究 |
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| 引用本文： | 于玲,王波,范忠骏.证券投资基金绩效评价研究[J].上海理工大学学报,2005,27(2):167-171,175. |
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| 作者姓名： | 于玲 王波 范忠骏 |
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| 作者单位： | 上海理工大学,管理学院,上海,200093;上海理工大学,管理学院,上海,200093;上海理工大学,管理学院,上海,200093 |
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| 基金项目： | 全国统计科学研究计划项目(LX03 Y26) |
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| 摘 要： | 在综合分析证券投资基金绩效评价的基础上，根据我国市场特点初步构建了基金业绩评价指标体系．应用传统的单指数评价方法、因子分析法和数据包络分析法对我国2002年前设立的39只基金在48周内的业绩表现进行实证研究，完成了对基金业绩的评价与排序，并分析了几种评价结果的相关性与存在差异的原因．
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| 关 键 词： | 投资基金业绩评价 单指数模型 因子分析 数据包络分析 |
| 文章编号： | 1007-6735(2005)02-0167-05 |
Analysis on performance evaluation of investment funds |
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| YU Ling,WANG Bo,FAN Zhong-jun.Analysis on performance evaluation of investment funds[J].Journal of University of Shanghai For Science and Technology,2005,27(2):167-171,175. |
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| Authors: | YU Ling WANG Bo FAN Zhong-jun |
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| Abstract: | The performance evaluation of the investment funds is analyzed,and the evaluation system according to the specialty of China security market is set up.Three different methods - the traditional mono-factor appraising model,factor analysis and data envelopment analysis are used.Using the three methods,some empirical studies with the real data on 39 Chinese investment funds in 2002 are conducted.All the indexes are calculated and the relative performances of all funds are classified.The correlation of the three evaluation results,and the reason of the different results are explained. |
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| Keywords: | performance of investment funds mono-factor appraisal factor analysis data envelopment analysis |
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