| 基于多元统计分析的开放式基金业绩评价 |
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| 引用本文： | 周屏. 基于多元统计分析的开放式基金业绩评价[J]. 湖南文理学院学报(自然科学版), 2006, 18(3): 21-25 |
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| 作者姓名： | 周屏 |
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| 作者单位： | 湖南大学数学与计量经济学院 湖南长沙410082 |
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| 基金项目： | 湖南省社会科学基金(0603017C) |
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| 摘 要： | 用多元统计中的因子分析和聚类分析方法,对我国开放式基金在2005年的业绩进行综合评价.实证研究表明股市处于熊市时基金能战胜市场,在一定程度上体现了专家理财能力;同时,还发现对基金细分后能更合理更公正地评价基金业绩.
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| 关 键 词： | 开放式基金 因子分析 聚类分析 基金业绩 |
| 文章编号： | 1672-6146（2006）03-0021-05 |
| 收稿时间： | 2006-04-20 |
| 修稿时间： | 2006-04-20 |
The Evaluation of Open-end Funds Performance Based on Multivariate Statistical Analysis |
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| ZHOU Ping. The Evaluation of Open-end Funds Performance Based on Multivariate Statistical Analysis[J]. Journal of Hunan University of Arts and Science:Natural Science Edition, 2006, 18(3): 21-25 |
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| Authors: | ZHOU Ping |
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| Abstract: | Adopting factor analysis and cluster analysis of multivariate statistical analysis, this paper makes a comprehensive analysis of the achievements of open-ended funds in China during 2005. And the analysis reveals that when the stock market is in bear market the funds can prevail in the market,it speaks for the expertise of professionals, and the funds are subdivided which can describe the performance more exactly. |
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| Keywords: | open-ended fund factor analysis cluster analysis fund achievement |
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