| 我国证券投资基金业绩的持续性研究 |
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| 引用本文： | 肖燕飞,宁光荣.我国证券投资基金业绩的持续性研究[J].湖南财经高等专科学校学报,2005,21(4):32-34. |
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| 作者姓名： | 肖燕飞 宁光荣 |
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| 作者单位： | 1. 湖南财经高等专科学校,湖南,长沙,410205
2. 广州金融学院,广东,广州,510521 |
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| 摘 要： | 以上海证券交易所上市的10只同质的基金为样本,分三个阶段对基金业绩的持续性进行了实证分析,结果表明我国证券投资基金的业绩并不具有持续性.
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| 关 键 词： | 基金业绩 持续性 夏普指数 特雷诺指数 相关检验 |
| 文章编号： | 1009-4148（2005）04-0032-03 |
| 收稿时间： | 2005-07-15 |
| 修稿时间： | 2005年7月15日 |
Sustainable Research on the Outstanding Achievement of Chinese Security Investment Fund |
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| Xiao Yanfei,Ning Guangrong.Sustainable Research on the Outstanding Achievement of Chinese Security Investment Fund[J].Journal of Hunan Financial and Economic College,2005,21(4):32-34. |
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| Authors: | Xiao Yanfei Ning Guangrong |
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| Abstract: | 10 funds with the same nature that Shanghai Stock Exchange is listed are as the sample, then the continuation of the performance of the fund is empirically analysed at three stage. The result indicates the achievement of the security investment fund of our country is not persistent. |
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| Keywords: | Fund Performance Persistence Sharpe Ratio Treynor Ratio Relevant Analysis |
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