基准组合研究述评  

Review of the Benchmark

作　　者：盛积良[1] 马永开[1] 

机构地区：[1]电子科技大学管理学院

出　　处：《管理学报》2005年第6期745-753,共9页Chinese Journal of Management

基　　金：四川省软科学研究重点资助项目(032R025-017)

摘　　要：近30年来,基准组合在现代投资组合管理中被广泛应用于业绩评价和风险识别、控制。系统回顾了国内外有关基准组合理论研究及应用现状,总结了基准组合的性质和构建方法及其在投资组合管理中的作用,并指出了目前研究的不足之处,以及基准组合在我国的应用前景。In the past 30 years, benchmark has been used broadly in performance evaluation, risk recognition and risk control in portfolio management. The theoretical research of benchmark and its application at home and aboard were systematically reviewed. The property of the benchmark and its construction method and function in portfolio management were summarized. The insufficiency of the present research was pointed out and the application prospects of benchmark in China was presented.

关 键 词：基准组合 性质 功能 构建 

分 类 号：F830[经济管理—金融学]