证券投资基金业绩评估探析  

Probe into the Performance Evaluation of the Portfolio Investment Funds

作　　者：王熹[1] 

机构地区：[1]天津财经大学MBA中心

出　　处：《科技情报开发与经济》2005年第2期102-103,共2页Sci-Tech Information Development & Economy

摘　　要：从传统收益—风险评价模型、股票与时机选择能力分析模型、基金业绩的持续性与生存偏差以及其他模型等方面,对基金业绩评估主流思想进行了介绍与总结。From aspects of the traditional profit-risk evaluation model, the analytic model for stock picking and market timing ability, the model for the persistence of funds' performance, the model for survivorship bias and other models, this paper introduces and sums up the dominant ideas of the evaluation of the funds' performance.

关 键 词：证券投资基金 业绩评估 时机选择能力 业绩持续性 生存偏差 

分 类 号：F830.59[经济管理—金融学] F830.91