摘要
在应用RBSA分析法和Gruber模型分析法对样本基金进行风格识别的基础上,求得Lobosco和Gruber风格调整业绩.实证结果表明,风格调整业绩评价结果基本令人信服;我国开放式基金投资风格存在很大的趋同性,保守而积极,持有相当比例的现金资产,主要投资于大盘和中盘成长型.
The performance evaluation was empirically carried out by using Lobosco and Gruber style adjustments based on the results of RBSA and Gruber models. Empirical evidence showed that the results of style performance after adjustment were confidential. The results indicated that the open-ended fund investment style in China is homogenous. They are more conservative and less aggressive, and have hold very high proportion on cash assets and deep bid or medium scale stocks.
出处
《温州大学学报（自然科学版）》
2009年第1期34-38,共5页
Journal of Wenzhou University(Natural Science Edition)
关键词
开放式基金
风格分析
风格业绩
Open-ended fund
Style analysis
Style performance
