建立标准化的基金绩效指标评价体系;
Establishing standardization performance measurement system of equity investment fund;
另外,国内研究人员采用的评价方法仍然局限在传统的基金绩效评价指标,这些方法在我国的适用性一直受到理论界和实务界的质疑。
However, the research is still backward. More importantly, the evaluation methods adopted are limited in the range of traditional indexes, and the applicability always meets doubts in China.
论文最后提出了一种广义风险绩效指标,它将投资者的效用函数引入基金评估中,并可以涵盖以前学者们所提出的指标。
A General Risk-adjusted performance method is introduced, it considers investors utility function and can explanation former fund performance indexes.
将基金收益率指标以及三个风险调整指数对基金绩效的排序结果进行两两配对,并检验其相关性。
Fund will yield indicators, as well as the three risk-adjusted performance index of the sort of fund results on February 2 pair, and test its relevance.
将基金收益率指标以及三个风险调整指数对基金绩效的排序结果进行两两配对,并检验其相关性。
Fund will yield indicators, as well as the three risk-adjusted performance index of the sort of fund results on February 2 pair, and test its relevance.
应用推荐