证券投资基金绩效评价理论方法研究综述

A Review on the Theories and Methods of Securities Investment Funds Performance Measurement

投资基金绩效评价是基金研究中的一个重要问题,目前对基金绩效评价主要表现在基金的收益、风险水平、选股择时能力和绩效的可持续性等方面。对基金绩效评价的各种方法和模型进行系统的总结和分析,并提出进一步研究的方向。

Fund performance evaluation draws a lot of attention in fund research. It includes return, risk, timing ability and persistence. This paper discusses the relevant issues of fund performance measurement for various perspectives, then reviews and summarizes the methods and models in this field systematically,and show empirical analysis results relevant to different methods.