郭亚雄. 基金投资组合业绩评价的实证分析[J]. 南昌航空大学学报(自然科学版), 2002, 16(4): 47-50.
引用本文: 郭亚雄. 基金投资组合业绩评价的实证分析[J]. 南昌航空大学学报(自然科学版), 2002, 16(4): 47-50.
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GUO Ya-xiong. An empirical research on the appraisal of performance of funds[J]. Journal of nanchang hangkong university(Natural science edition), 2002, 16(4): 47-50.
Citation: GUO Ya-xiong. An empirical research on the appraisal of performance of funds[J]. Journal of nanchang hangkong university(Natural science edition), 2002, 16(4): 47-50.
shu

基金投资组合业绩评价的实证分析

An empirical research on the appraisal of performance of funds

    摘要
  • 摘要: 本文采用应用较为广泛、成熟的基金收益率、特雷诺指数、詹森指数、夏普指数对具有代表意义的十只基金进行了实证分析.考虑到全面和准确性,本文也采用了市场组合和国泰君安组合两个基准进行了基金的评价,并对计算结果做出了分析.

     

    Abstract: In this article,ten funds are appraised by fund rate of return,Treynor Index,Jensen Index and Sharpe Index.Considering generality and accuracy,the authors choose two benchmarks,they are market portfolio benchmark and Guo Tai Jun An benchmark,then use them to evaluate the funds and analyze the conclusion.

     

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