| 熊市下我国开放式证券投资基金业绩特点研究 |
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| 引用本文： | 李宪立,徐丽梅,马光红. 熊市下我国开放式证券投资基金业绩特点研究[J]. 上海立信会计学院学报, 2008, 22(3): 59-63 |
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| 作者姓名： | 李宪立 徐丽梅 马光红 |
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| 作者单位： | 上海立信会计学院工商管理系,上海,201620;上海社会科学院部门经济研究所,上海,200020;上海大学房地产学院,上海,201702 |
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| 摘 要： | 采用平均收益率、詹森指数和Fama-French三因素詹森指数对我国开放式证券投资基金在熊市下的业绩特点进行了实证研究。研究结果表明:大多数基金业绩基本上与市场指数持平;基金从总体上看偏好于对大公司及成长型公司的投资。
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| 关 键 词： | 熊市 开放式证券投资基金 业绩 |
The Research of Performance Character of Chines Open-end Investment Funds under Bear Market |
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| LI Xian-li,XU Li-mei,MA Guang-hong. The Research of Performance Character of Chines Open-end Investment Funds under Bear Market[J]. Journal of Shanghai Lixin University of Commerce, 2008, 22(3): 59-63 |
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| Authors: | LI Xian-li XU Li-mei MA Guang-hong |
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| Abstract: | Based on average return rate,Jensen index,Fama-French three-factor Jensen index,this paper analyzes positively the performances Character of Chinese open-end investment funds under bear market.The research result shows that most of open-end investment funds cannot prevail in the market index;general speaking the funds favor the investment in big company stocks and growing company stocks. |
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| Keywords: | bear market open-end investment fund performance |
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