基于DEA方法的封闭式基金相对绩效和持续性研究  

Study on Performance and Sustainability of the Closed-end Funds Based on DEA Method

作　　者：吴庆田[1] 肖赛君[1] 

机构地区：[1]中南大学商学院,湖南长沙410083

出　　处：《财经理论与实践》2007年第4期41-44,共4页The Theory and Practice of Finance and Economics

基　　金：湖南省自然科学基金(项目编号03JJY3113)

摘　　要：我国封闭式基金的发展已经有些时日,基金的业绩和发展的持续性是基金投资者以及基金管理公司极为关注的问题,目前的基金评价方法存在很多不足,本文尝试建立数据包络分析(DEA)的BCC模型,通过选取投入和产出指标,对上证25只封闭式基金进行相对绩效评估和持续性分析。Closed- end funds in China have been developing for a Period of time. Their performance and sustainability are extremely concerned by investors and the funds management companies. There are many shortcomings of current funds＇ evaluation methods. This paper tries to establish a model BCC of Data Envelopment Analysis （DEA）and analyze the performance and sustainability of 25 closed-end funds of Shanghai Stock Exchange by selecting the input and output index.

关 键 词：封闭式基金 持续性 数据包络 

分 类 号：F830.91[经济管理—金融学]