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基金经理选股及择时能力研究——来自中国开放式基金市场的新证据 被引量:9

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摘要 基于Ward分类方法的四指标修正选股择时模型对不同投资类基金经理选股择时能力的差异,以及证券市场行情对基金经理选股择时能力的影响和持续性所作的实证分析,结果表明:股票型基金经理的选股择时能力较强;证券市场行情好时,基金经理的选股择时能力显著提高,并且选股能力表现出一定的持续性。
作者 闫作远 陈超
出处 《当代财经》 CSSCI 北大核心 2008年第10期46-52,共7页 Contemporary Finance and Economics
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  • 10牛鸿,詹俊义.中国证券投资基金市场择时能力的非参数检验[J].管理世界,2004,20(10):29-35. 被引量:33

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