摘要
用数据包络分析(DEA)方法对天天基金网中最新银河评级一年期表现优秀的三大类共39只基金绩效进行了进一步的评价研究,选取能充分体现基金风险与收益的统计指标,均值与方差,运用DEA有效性原理比较并分析了39只基金的技术有效性与规模有效性,给出了无效基金仿效的标杆.
This article gives further appraisal for 39 funds using data envelopment analysis （DEA）, which belong to three classifies and are regarded good performance by the latest silver river in everyday fund net in past one year. The statistical indexes, mean and variance which embody risk and reward of fund very well, are chosen, then DEA efficiency theorem is employed to compare and analysis the technical efficiency and return to scale. And some benchmarks are given to follow by inefficiency funds.
出处
《数学的实践与认识》
CSCD
北大核心
2009年第11期27-32,共6页
Mathematics in Practice and Theory
基金
北京市中青年骨干教师资助项目(PXM2007-014213-044566,19004811009)
北京市自然科学基金(1052007)
关键词
数据包络分析
基金
有效性
规模收益
data envelopment analysis
fund
efficiency
return to scale
