封闭型基金业绩及其规模影响研究  

A Study of the Performance and the Scale Effects of the Close-end Funds

作　　者：晏艳阳[1] 刘振坤[1] 席红辉[1] 

机构地区：[1]湖南大学金融学院,湖南长沙410079

出　　处：《财经理论与实践》2003年第5期57-60,共4页The Theory and Practice of Finance and Economics

摘　　要：以 2 0 0 0年 12月 2 9日以前上市的 3 0只封闭型基金为样本 ,对其在 2 0 0 0年 12月 2 9日至 2 0 0 2年 12月 2 7日这段时间内的业绩进行了全面评价 ,并对不同规模的封闭型基金的业绩进行了比较研究。结果表明 ,经风险调整后 ,大部分基金未能跑过大市 。Choosing 30 close-end funds that listed before December 29, 2000 as the sample, the performance of each sample fund is studied and that of the different scales is compared of the sample funds during the period from December 29, 2000 to December 27, 2002. The results show that most of the funds can not override the market, and the performance of the funds is not significantly affected by the scale.

关 键 词：封闭型基金 业绩评价 风险调整 基金规模 证券市场 中国 

分 类 号：F832.5[经济管理—金融学]