摘要
以上海证券交易所上市的10只同质的基金为样本,分三个阶段对基金业绩的持续性进行了实证分析,结果表明我国证券投资基金的业绩并不具有持续性。
10 funds with the same nature that Shanghai Stock Exchange is listed are as the sample, then the continuation of the performance of the fund is empirically analysed at three stage. The result indicates the achievement of the security investment fund of our country is not persistent.
出处
《湖南财经高等专科学校学报》
2005年第4期32-34,共3页
Journal of Hunan Financial and Economic College
关键词
基金业绩
持续性
夏普指数
特雷诺指数
相关检验
Fund Performance
Persistence
Sharpe Ratio
Treynor Ratio
Relevant Analysis