| 对我国基金绩效评价的新观点 |
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| 引用本文： | 程永文,张亨明.对我国基金绩效评价的新观点[J].科技和产业,2008,8(3):88-90,93. |
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| 作者姓名： | 程永文 张亨明 |
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| 作者单位： | 合肥学院,经济系,合肥,230009;安徽省社科院,经济所,合肥,230053 |
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| 摘 要： | 利用DEA（Data Envelopment Analysis）方法，构造基金相对有效性评价模型，选择的输入输出指标具有合理性和科学性。研究对象是我国上市基金，包括开放式股票基金、开放式配置型基金、开放式债券型基金和封闭式基金四种类型各9支基金。数据通过lingo优化软件处理，其结果令人深思。文章深入分析市场内在原因，将其归结为投资者暂时的“非理性”。
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| 关 键 词： | 基金 DEA模型 绩效评价 |
| 文章编号： | 1671-1807(2008)03-0088-03 |
| 修稿时间： | 2007年8月25日 |
New Viewpoint of Chinese Listed Mutual Fund Performance Evaluation |
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| CHENG Yong-wen,ZHANG Heng-ming.New Viewpoint of Chinese Listed Mutual Fund Performance Evaluation[J].SCIENCE TECHNOLOGY AND INDUSTRIAL,2008,8(3):88-90,93. |
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| Authors: | CHENG Yong-wen ZHANG Heng-ming |
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| Institution: | CHENG Yong-wen1,ZHANG Heng-ming2(1.School of Management,Hefei University of Technology,Hefei 230009,China,2.Institute of Economics,Anhui Academy of Social Sciences,Hefei 230053,China) |
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| Abstract: | This paper takes advantage of DEA(Data Envelopment Analysis) method and construct a relative evaluation model on mutual fund effectivity. The chosen input and output indexes are reasonable and scientific. Researchful object is chinese listed mutual fund which comprises open-ended stock mutual fund、open-ended allocation mutual fund、open-ended bond mutual fund and close-ended mutual fund,nine mutual funds respectively.The datas were solved through Lingo software.The results are so surprising that the author search reasons from mutual fund markets and sumed up investor's irrationality. |
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| Keywords: | mutual fund DEA model performance evaluation |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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