我国封闭式投资基金中长期绩效评价实证研究

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摘要本文采用Jensen指数、T-M模型和TMTPM指标，对我国封闭式证券投资基金中长期绩效表现进行了实证研究。研究结果表明，大多数基金业绩基本上与市场基准指数持平；部分基金具备了一定的选股能力，基金基本上没有择时能力；基金较好的业绩主要来自较强的选股能力。

作者李宪立吴光伟

机构地区同济大学

出处《投资研究》 CSSCI 北大核心 2005年第12期42-44,共3页 Review of Investment Studies

关键词封闭式投资基金中长期绩效基金绩效评价模型中国证券市场

参考文献7

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投资研究

2005年第12期

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