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中国证券投资基金风格分类研究 被引量:28
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作者 杨朝军 蔡明超 徐慧泉 《上海交通大学学报》 EI CAS CSCD 北大核心 2004年第3期359-361,367,共4页
差异化战略以及特定资产类别的超额收益促使投资基金在募集时就约定投资风格,但投资基金有可能在实际的运作过程中违背事先约定的投资风格.据此,在投资风格分类中引入了聚类分析方法,并同时采用晨星风格箱方法和聚类分析方法对中国证券... 差异化战略以及特定资产类别的超额收益促使投资基金在募集时就约定投资风格,但投资基金有可能在实际的运作过程中违背事先约定的投资风格.据此,在投资风格分类中引入了聚类分析方法,并同时采用晨星风格箱方法和聚类分析方法对中国证券投资基金的风格进行了分析.结果表明,大多数基金违背了募集说明书中约定的风格. 展开更多
关键词 证券投资基金 投资风格 聚类分析 风格约定
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Study on the Price Design and Contract Stability of "Company + Farmer" Model with Time Preference under Double Moral Hazards
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作者 高阔 甘筱青 《Agricultural Science & Technology》 CAS 2014年第8期1424-1427,共4页
The double moral hazard of "company + farmer" and the time preference cost of company and farmer was analyzed. According to static game model, it re-vealed that the reason for low compliance rate of "company + fa... The double moral hazard of "company + farmer" and the time preference cost of company and farmer was analyzed. According to static game model, it re-vealed that the reason for low compliance rate of "company + farmer" model was the existence of market risk, namely, the fluctuation of market price, and the stable market price in contracts was actualy a kind of interval, instead of a specific value. Furthermore, the effect of default penalty, market transaction cost and time prefer-ence cost on the stability of contract was studied. The results showed that default penalty, market transaction cost and time preference cost had positive influence on the price interval range of a contract. 展开更多
关键词 "Company+ farmer" Double moral hazard Time preference Price design Contract stability
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