摘要
采用经典的单因素绩效评价模型和T—M模型、H—M模型,对我国封闭式优化指数基金和开放式指数基金的绩效进行了较为全面的比较分析．基于分析结果,探讨了影响我国指数基金绩效的主要因素并提出了相应的建议．
This paper analyzes the performance of close-ended optimized index funds and open-ended index funds using classical single factor evaluation model,T-M model and H-M model. Based on the analytical results,the paper discusses the factors that affect the performance of Chinese index funds and gives some advice.
出处
《临沂师范学院学报》
2005年第6期77-83,共7页
Journal of Linyi Teachers' College
关键词
指数基金
绩效评价
择时能力
index funds
performance evaluation
timing ability
