基于因子分析的股票型基金投资绩效评价
首发时间:2007-04-23
摘要:伴随着我国基金业的快速发展,基金的科学评价正日益引起人们的重视,本文在总结回顾既往基金绩效评价方法的前提下,应用因子分析的方法对所选符合条件基金的绩效进行评价,既克服了主观评价方法的不足,又考虑到了风险因素的存在,是对我国基金评价方法的一种重要探索,通过分析,样本基金的绩效得到了很好的衡量。
关键词: 股票型基金 因子分析 绩效
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Investment Performance Evaluation of Stock Fund Based on Factor Analysis
Abstract:Accompanied with the rapid development of fund market, how to evaluate fund performance properly becomes more and more important, after reviewing the methods of fund performance evaluation, this paper evaluate the selected funds by using factor analysis method, it not only conquer the shortcomings of subjective ways, it considers the exist of risk factor, and becomes an important quest, in this way, the performance of sample funds are measured appropriately.
Keywords: Stock Funds factor analysis Performance
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No.1238611111311772****
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