我国绿色公募基金业绩可持续性实证研究  

Empirical Study on the Performance Sustainability of Green Public Funds in China

作　　者：曹静雯 张青龙[1] Jingwen Cao;Qinglong Zhang(School of Management,University of Shanghai for Science and Technology,Shanghai,200082,China)

机构地区：[1]上海理工大学管理学院,上海200082

出　　处：《管理科学与研究（中英文版）》2023年第8期8-16,共9页Management Science and Research

摘　　要：本文以我国2018年以前成立的50只绿色公募基金为研究对象,分别使用横截面回归法和列联表法验证我国绿色公募基金的业绩持续性情况。结果表明,我国绿色公募基金的业绩在短期、中期和长期均存在一定程度的可持续性。This paper takes 50 green public funds established before 2018 in China as the research object,and uses the cross-sectional regression method and the column table method to verify the performance sustainability of green public funds in China,respectively.The results show that the performance of China's green public funds has a certain degree of sustainability in the short,medium and long term.

关 键 词：绿色基金 基金业绩持续性 横截面回归法 列联表法 

分 类 号：F83[经济管理—金融学]