| 中国开放式基金运营效率的DEA分析 |
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| 引用本文： | 柴曼莹.中国开放式基金运营效率的DEA分析[J].特区经济,2009(5):98-100. |
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| 作者姓名： | 柴曼莹 |
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| 作者单位： | 广东商学院,广东广州510320 |
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| 摘 要： | 本文采用数据包络分析方法(DEA)对我国在2003年之前成立的17只开放式基金的相对运营效率进行实证分析。结果发现:债券型基金总体平均运营效率最高,表现稳健,而混合型基金效率一般,股票型基金介于两者之间;大部分基金由于风险控制能力较差,业绩波动太大,导致较低的运营效率。
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| 关 键 词： | 开放式基金 运营效率 数据包络分析 |
China opening fund operation efficiency's DEA analysis |
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| Abstract: | This study uses data envelopment analysis （DEA） to evaluate the operational efficiency of 50 Chinese open-end funds. The result shows that bond funds have the maximum and stable average efficiency, hybrid funds make poor efficiency and equity funds range between them. Most open-end funds own lower operational with bigger volatility in performance due to their poor control on risk. |
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| Keywords: | open-end fund operational efficiency data envelopment analysis |
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