我国封闭式基金绩效评价的研究与分析  

On evaluating Chinese close-end funds performance

作　　者：刘荣茂[1] 周良[1] 

机构地区：[1]南京农业大学经济管理学院,江苏南京210095

出　　处：《南京农业大学学报（社会科学版）》2005年第1期29-33,共5页Journal of Nanjing Agricultural University(Social Sciences Edition)

摘　　要：随着基金的高速扩容,产品不断创新,基金管理公司之间的业绩也逐渐拉开了差距,对我国封闭式基金的绩效进行客观的评价,分析基金管理人的选股选时能力,实证结果认为,经过风险调整后,我国封闭式基金的业绩能够优于市场基准组合;这主要归结于正的证券选择能力;不同规模的基金业绩表现有所不同。As new funds are being expanded and products and production innovated, the gap in fund performance between different fund management corporations is witnessed. How to measure and evaluate fund performance has become an important topic for study. The purpose of the paper is to objectively evaluate the performance of Chinese close-end funds and analyze the ability of timing and stock selection of fund managers. Finally, corresponding research results and political suggestions are provided.

关 键 词：封闭式基金 绩效评价 选时能力 选股能力 

分 类 号：F830[经济管理—金融学]