| 证券投资基金的投资风格分析与比较 |
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| 引用本文： | 赵宏宇.证券投资基金的投资风格分析与比较[J].证券市场导报,2005(10):58-62. |
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| 作者姓名： | 赵宏宇 |
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| 作者单位： | 美国晨星深圳公司,广东,深圳,518026 |
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| 摘 要： | 本文采用基于组合的风格分析方法,对6家中国基金管理公司所管理的30只股票型基金的投资风格进行了实证检验,发现这些股票型证券投资基金的投资风格特征都集中于大盘规模型和风格不一的价值、成长及平衡型,且同一基金管理公司所管理的基金在同一时点的投资风格有趋同现象;此外,还发现有些基金在契约合同中所公布的投资风格与实际检验出的投资风格不尽一致.
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| 关 键 词： | 基金投资风格 股票型基金 组合绩效 |
Investment Style Comparison of Securities Fund |
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| Zhao Hongyu.Investment Style Comparison of Securities Fund[J].Securities Market Herald,2005(10):58-62. |
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| Authors: | Zhao Hongyu |
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| Abstract: | This paper is a portfolio-based empirical study of investment styles of six stock type securities investment fund companies with 30 funds under management. These fund products are all keen on big caps and issues of high value, great growth potential or balanced in both. And funds under the same company tend to apply similar investment style at a certain time period. In addition, some fund managers are found to depart from their promise on investment style in actual performance. |
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| Keywords: | investment style of mutual fund equityinvestment fund portfolio performance |
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