基于DEA-Tobit两阶段模型的基金绩效评价及影响因素研究  

Research of Fund Performance Evaluation and Its Influencing Factors Based on DEA-Tobit Two-stage Model

作　　者：毛秀珍[1] 章璐杰 王友钊[2] 黄静[3] 

机构地区：[1]浙江省科技信息研究院,杭州310006 [2]浙江大学生物医学工程和仪器科学学院,杭州310007 [3]浙江理工大学信息学院,杭州310018

出　　处：《浙江理工大学学报（社会科学版）》2017年第3期211-215,共5页Journal of Zhejiang Sci-Tech University：Social Sciences

摘　　要：应用DEA-Tobit两阶段模型对基金绩效评价及影响因素研究,以分析基金实施的成效。利用DEA模型得到相对效率值对基金绩效进行评价,利用Tobit模型根据DEA效率值分析基金绩效的影响因素,进行实证研究,以验证DEA-Tobit两阶段模型的使用效果。研究结果显示,2006—2013年期间创新基金项目绩效呈现增长趋势,创新基金对科技型中小型企业具有促进作用。研究结果表明,DEA-Tobit两阶段模型可以快速、高效地应用于基金的绩效评价及影响因素分析。DEA-Tobit two-stage model was applied to study the fund performance evaluation and its influencing factors so as to analyze the implementation effect of fund. The relative efficiency value was gained by DEA model to evaluate fund performance. Meanwhile, Tobit model was utilized to analyze the influencing factors of fund petlformance according to DEA efficiency value. An empirical research was made to verify the use effect of DEA-Tobit two-stage model. project performance presents a rising trend in 2006-2013, The research results show that creative fund and creative fund can promote small and medium enterprises based on science and technology. The results indicate that the DEA-Tobit two-stage model can be quickly and efficiently applied to the fund performance evaluation and analysis of its influencing factors.

关 键 词：基金 绩效评价 DEA-TOBIT模型 实证研究 

分 类 号：F224[经济管理—国民经济]