| 牛市与熊市期间我国开放式股票型基金的绩效评价 |
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| 引用本文： | 金昊,吴世农.牛市与熊市期间我国开放式股票型基金的绩效评价[J].首都经济贸易大学学报,2007,9(1):57-61. |
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| 作者姓名： | 金昊 吴世农 |
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| 作者单位： | 厦门大学,福建,厦门,361005 |
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| 摘 要： | 本文应用国外基金绩效评价指标和方法,包括Treynor指数,Sharp指数,Jensen指数和基金经理的择时-选股能力衡量方法,即T-M模型,H-M模型,采用实证研究方法分别对我国开放式股票型证券投资基金在股票市场熊市与牛市期间的绩效进行了分析。
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| 关 键 词： | 开放式基金 绩效评价 熊市 牛市 |
| 文章编号： | 23655972 |
| 修稿时间： | 11 14 2006 12:00AM |
A Study on Differences of Performance between Bull Market and Bear Market for Open-end Funds in China |
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| JIN Hao,WU Shi-nong.A Study on Differences of Performance between Bull Market and Bear Market for Open-end Funds in China[J].Journal of Capital University of Economics and Business,2007,9(1):57-61. |
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| Authors: | JIN Hao WU Shi-nong |
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| Institution: | Xiamen University, Xiamen 361005, China |
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| Abstract: | This paper examines whether there are some different performance between bull market and bear market for open-end funds in China by empirical approaches with Treynor Index, Sharp Index, Jensen Index, and T-M and H-M models, which are usually utilized in the previous studies. |
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| Keywords: | open-end fund performance evaluation bear bull |
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