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合资基金公司开放式基金业绩持续性研究 被引量:1

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摘要 采用列联表法、Z检验和Fisher精确检验,对我国合资基金管理公司成立时间较早的13只开放式基金的业绩进行持续性分析。实证结果发现,样本基金总体上没有表现出业绩的持续性,业绩的持续性受股指波动的影响显著。此外,样本基金存在明显的业绩反转现象,说明很难根据基金过去的收益来判断其未来的业绩。
作者 张冬 李冉
出处 《经济研究导刊》 2007年第8期83-85,共3页 Economic Research Guide
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