| 我国证券投资基金资产组合管理合理性的实证研究 |
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| 引用本文： | 魏凯,陶泽旻,史紫薇.我国证券投资基金资产组合管理合理性的实证研究[J].价值工程,2011,30(10):141-141. |
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| 作者姓名： | 魏凯 陶泽旻 史紫薇 |
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| 作者单位： | 1. 南开大学,天津,300457
2. 天津大学管理学院,天津,300072 |
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| 摘 要： | 本文基于风险与收益相匹配的综合评价标准,对我国35支股票型开放式证券投资基金近五年来的组合管理能力进行了研究,并进而分析了基金组合管理合理性对于基金绩效的影响。研究结果进一步证明了我国证券投资基金合理性对于绩效存在显著影响,并据此提出相关的启示和建议。
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| 关 键 词： | 证券投资基金 投资组合 合理性 |
Research on the Management of Portfolio Construction of Security Investment Fund |
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| Wei Kai,Tao Zemin,Shi Ziwei.Research on the Management of Portfolio Construction of Security Investment Fund[J].Value Engineering,2011,30(10):141-141. |
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| Authors: | Wei Kai Tao Zemin Shi Ziwei |
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| Institution: | ① Wei Kai;① Tao Zemin;② Shi Ziwei(①Nankai University,Tianjin 300457,China;②Tianjin University,Tianjin 300072,China) |
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| Abstract: | The paper researched the ability of portfolio management of the Security Investment Fund in our country based on the principle of matching between risk and revenue.Then,we analyzed the influence of the rationality of portfolio management on fund performance.The results provide further evidences that the rationality of portfolio management has a significant effect on performance.Related implications and recommendations are proposed according to the research. |
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| Keywords: | Security Investment Fund portfolio rationality |
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