| 基于DEA的投资基金业绩分析 |
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| 引用本文： | 支旭阳.基于DEA的投资基金业绩分析[J].商业研究,2006(3):47-49. |
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| 作者姓名： | 支旭阳 |
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| 作者单位： | 青岛大学,经济学院,山东,青岛,266071 |
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| 摘 要： | 由于传统投资基金业绩评估方法的局限性,将数据包络分析(DEA)作为工具,建立一种投资基金业绩评估模型。意在研究基金起点基本相同和系统风险相同的前提下基金的运转效率,选取2002年成立的10家开放式投资基金作为实例,分别对他们的投入,产出和经营业绩进行分析和比较。目的是考察基金的经营效率差异及分析其中原因,以挖掘提高基金管理业绩的潜力。
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| 关 键 词： | 投资基金 业绩评估 数据包络分析(DEA) |
| 文章编号： | 1001-148X(2006)03-0047-03 |
| 收稿时间： | 12 9 2004 12:00AM |
| 修稿时间： | 2004年12月9日 |
Investment Funds Achievement Analysis Based on DEA |
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| ZHI Xu-yang.Investment Funds Achievement Analysis Based on DEA[J].Commercial Research,2006(3):47-49. |
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| Authors: | ZHI Xu-yang |
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| Institution: | Institute of Economics, Qingdao University, Qingdao, Shandong 266071, China |
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| Abstract: | Because of the limitation of the traditional method in assessing investment funds achievement,this paper takes date envelopment analysis(DEA)as the tool to set up a model assessing investment funds achievement.It is indended study operation efficiency of the funds under the same starting point and the same systematic risk.By sampling 10 open investment funds established in 2002,it analyzes the input and output of them separately.The output is analyzed and compared with their business performance.The purpose is to investigate the different business efficiency of the funds and analyze the reason for them.It also exploits the potentialities of raising and managing funds well. |
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| Keywords: | investment funds achievement assessing data enveloping analysis(DEA) |
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