中国证券投资基金投资风格变化原因分析被引量：17

Reasons of changes of style of Chinese security funds

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摘要以我国证券投资基金为研究对象,实证检验我国证券投资基金投资风格变化的原因.研究结果表明:市场预期是基金投资风格转变的主要原因,其次是前期的业绩压力,最后才是基金经理调整.文章分析认为,这种结果主要是基金业绩评估机制,市场上存在的板块轮换现象以及基金管理机制造成的. This paper makes an empirical research on reasons of funds. The results showed that market anticipation, performance are the main reasons of style changes, which can be attributed style changes in Chinese security pressure and changes of mangers to market style rotation, performance evaluation methods and funds management methods.

作者熊胜君杨朝军

机构地区上海交通大学管理学院

出处《哈尔滨商业大学学报（自然科学版）》 CAS 2005年第6期801-805,共5页 Journal of Harbin University of Commerce：Natural Sciences Edition

基金国家自然科学基金(70373053)

关键词投资风格投资风格系数板块轮换业绩评估市场预期 style style coefficient style rotation perfonnance evaluation market anticipated

分类号 F830.9 [经济管理—金融学]

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参考文献10

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二级参考文献7

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