...;业绩评价;选股能力;择时能力 [gap=913]Key words: closed-end fund;performance evaluation; security selection ability;market timing ability ...
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Also this paper adds the dummy variable to the model H-M and T-M to test the abilities of market timing and stock selection in different periods.
同时在选时选股能力分析模型中加入代表不同时期的虚拟变量进行了模型的改进。
参考来源 - 基于不同市场时期的我国基金绩效研究About half of the open-end funds have showed excellent stock selectivity but most of them have no evident market selectivity.
近一半的开放式基金表现出良好的选股能力,但是大多数开放式基金没有显示出预测市场的能力。
参考来源 - 我国开放式基金业绩评价研究Based on the empirical study on the market-timing and selectivity ability of open-end funds in China, this paper academically complements the study course in this field.
本文通过对中国开放式基金择时选股能力的实证研究,学术上补充完善了中国开放式基金择时选股能力的研究历程,现实中为投资者、监管当局、基金管理公司提供了择时选股现状并提出了建设性建议。
参考来源 - 中国开放式基金择时选股能力实证研究 (研究生论文)·2,447,543篇论文数据,部分数据来源于NoteExpress
从择时能力和选股能力进行基金绩效的归属分析。
It then makes attach analysis of the fund performance from time selection and ability of the stock selection.
此外,选股能力和择时能力之间存在强烈的负相关性。
In addition, stock selection ability is markedly inversely related to market timing ability.
我国开放式基金没有表现出时机选择能力,但是表现出了显著的选股能力。
There is no evidence that indicate the funds have market-timing ability, but have certain security selection ability.
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