... i 表示基 金的固定效应;Past Performance(历史收益)为基金i 在 t 季度的前四个季度的超额收益的均值;Fund Size(基金规模)为基金i 在t 季度的规模,由该基金 的TNA 除以样本中值后,取其对数求得,为标准化 值;Turnover ratio 为换手率,Expense ratio...
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The punishment and the anomaly are more significant among new and small funds. Brand stabilizes fund size, reduces the sensitivity of fund flow to performance.
在新基金和小基金中,惩罚作用和“赎回异象”表现得更加显著,基金品牌起到稳定基金规模,降低资金流对业绩的敏感性的作用。
Then we test the relation between fund attributes and performance persistence. We find the fund size affects the performance persistence positively, with the fees negatively.
在基金业绩持续性与基金特征的关系检验中,开放式基金整体的基金规模与基金的业绩持续性成正相关关系,总费率和业绩持续性呈负相关关系。
The paper propose a hypothesis of the expense ratio and the fund size: there is a positive or negative correlation between the fund expense ratio and size which tried to demonstrate the size effect.
对基金费用与基金规模提出假设,即基金费用率与其规模正或负相关,验证基金管理的规模效应。
more important than ever. The world's largest economies promised to increase the size of the fund by about five hundred billion dollars.
VOA: special.2009.04.24
The White House says that among the issues the president will discuss with BP officials will be the size of the fund, which would be administered by a third party.
VOA: standard.2010.06.14
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