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基于DEA方法的开放式证券基金业绩评价 被引量:7

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摘要 运用DEA方法对开放式证券基金业绩的实证研究表明,大多数基金的业绩表现出了DEA有效,少部分则是非DEA有效。影响基金绩效业绩是否为DEA有效的主要因素为单位其他费用、单位佣金及净值增长。对目前蓬勃发展的投资基金市场,应构建适合我国现状的、合理的基金评价体系。
出处 《安徽大学学报(哲学社会科学版)》 CSSCI 北大核心 2008年第2期128-135,共8页 Journal of Anhui University(Philosophy and Social Sciences Edition)
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参考文献11

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二级参考文献8

  • 1[1]Treynor J. How to Rate Management Investment Funds. Harvard Business Review. 1965,(1):63~ 75.
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  • 7沈维涛,黄兴孪.我国证券投资基金业绩的实证研究与评价[J].经济研究,2001,36(9):22-30. 被引量:256
  • 8王聪.证券投资基金绩效评估模型分析[J].经济研究,2001,36(9):31-38. 被引量:123

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二级引证文献6

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