资产配置对基金收益率的贡献度分析——来自中国市场的经验数据被引量：12

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摘要本文对中国证券市场中的股票型基金在2000-2004年业绩中的资产配置贡献度作了分析。结果显示,资产配置贡献度对股票型基金收益率在时间序列上的解释程度为80%左右,在横截面上的解释程度为7%左右。市场选时决策对基金业绩分化的影响并不显著。

作者王征

机构地区中信基金管理公司

出处《经济科学》 CSSCI 北大核心 2005年第5期80-88,共9页 Economic Science

基金国家社会科学基金项目"行为金融研究及其对中国证券市场的考察"(批准号03BJY105)研究成果之一。

关键词资产配置基金收益率证券市场中国股票型基金市场选时决策

参考文献9

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