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封闭式基金折价率与管理绩效的相关性研究

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摘要 本文从基金管理绩效的角度出发,运用实证检验,进行描述性统计分析、混合OLS回归分析、Fama-Macbeth横截面回归分析,并结合规模因素、上市时间和分红因素等变量进行回归分析,对折价率与管理绩效的相关性进行研究,最后得到封闭式基金折现率和管理绩效相关性的若干结论。
作者 徐旭红 张异
出处 《当代经济》 2010年第11期128-129,共2页 Contemporary Economics
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