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开放式基金的证券选择和市场时机把握能力的实证研究 被引量:1

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摘要 随着开放式基金规模的不断扩大,基金业绩问题成为诸多经济学家关注的焦点。本文利用詹森模型、T-M模型、H-M模型和三因素模型,通过t检验和卡方检验等方法对我国开放式基金从2002年下半年至2007年6月30日的证券选择和市场时机把握能力进行了研究,发现从总体上看开放式基金证券选择能力较差,市场时机把握能力也不理想。
出处 《企业经济》 CSSCI 北大核心 2008年第10期161-163,共3页 Enterprise Economy
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