| 我国开放式基金业绩持续性研究 |
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| 引用本文： | 单晨,杨毅恒. 我国开放式基金业绩持续性研究[J]. 北京机械工业学院学报, 2010, 0(4): 86-90 |
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| 作者姓名： | 单晨 杨毅恒 |
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| 作者单位： | 北京信息科技大学理学院,北京100192 |
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| 摘 要： | 针对我国各类开放式投资基金的业绩持续性问题进行了实证研究,采用自相关系数法,按照投资目标的不同,对我国开放式投资基金的业绩持续性进行了实证研究。研究结果表明,开放式基金在短期内呈现出持续性弱的业绩,同时产生了显著的业绩反转现象;此外,不同投资目标会对基金的业绩持续性产生影响。
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| 关 键 词： | 开放式基金 投资目标 业绩持续性 |
Studies on persistence of Chinese open funds performance |
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| SHAN Chen,YANG Yi-heng. Studies on persistence of Chinese open funds performance[J]. Journal of Beijing Institute of Machinery, 2010, 0(4): 86-90 |
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| Authors: | SHAN Chen YANG Yi-heng |
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| Affiliation: | (School of Applied Sciences,Beijing Informalion Science and Technology. University,Beijing 100192,China) |
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| Abstract: | According to the different investment objectives of Chinese open funds,the cuthor does plenty of empirical research with autocorrelation method. The results show that open funds performance in the short term shows weak persistence and significant reversal phenomenon. In addition, funds with different investment objectives will have an impact on performance persistence. |
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| Keywords: | open fund investment objectives performance persistence |
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