摘要
对投资基金绩效评估理论研究的进展进行了系统的分析.从静态评估模型、动态评估模型和相关理论研究3个方面对证券投资基金绩效评估理论进行研究.综述了国内外基金绩效评估的现状并给出了证券投资基金评估理论的发展趋势.
Progress of mutual fund performance evaluation theories and methods is discussed. The evaluation theories are surveyed from three aspects namely the traditional unconditional measurement theory, dynamic performance evaluation, as well as other relevant theories and methods. Finally, an analysis of relevant researches and tendency of development in the performance evaluation are made.
出处
《北京理工大学学报》
EI
CAS
CSCD
北大核心
2003年第3期265-270,共6页
Transactions of Beijing Institute of Technology
关键词
投资基金
绩效评估
投资组合管理
mutual fund
performance evaluation
portfolio management
