| 基于AHP和TOPSIS方法的基金绩效评价研究 |
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| 引用本文： | 李亚,潘海峰. 基于AHP和TOPSIS方法的基金绩效评价研究[J]. 安徽机电学院学报, 2008, 0(3): 22-25 |
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| 作者姓名： | 李亚 潘海峰 |
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| 作者单位： | 安徽工程科技学院应用数理系．安徽芜湖241000 |
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| 基金项目： | 国家973基金资助项目（2007cb814901）;安徽工程科技学院本科生项目（2007xs017） |
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| 摘 要： | 提出了包含基金收益、风险、成长性、经理人能力、二级市场表现、费用等要素的基金绩效综合评价指标体系,应用基于AHP和TOPSIS的综合性方法,确定了指标权重,对15种基金进行了实证研究.结果表明该方法具有重要的经济应用价值.
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| 关 键 词： | 投资基金 指标体系 绩效评价 层次分析法 TOPSIS序列法 |
Performance assessment of security investment funds based on AHP and TOPSIS |
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| LI Ya,PAN Hai-feng. Performance assessment of security investment funds based on AHP and TOPSIS[J]. Journal of Anhui Institute of Mechanical and Electrical Engineering, 2008, 0(3): 22-25 |
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| Authors: | LI Ya PAN Hai-feng |
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| Affiliation: | (Dept. of Appl. Math ＆ Phy. ,Anhui University of Technology and Science, Wuhu 241000, China) |
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| Abstract: | This paper proposes a synthesis evaluation index system of the fund performance which includes return, risk, growth, managers ability, presentation of secondary market, expenditure and other elements. Applying the comprehensive method of AHP and TOPSIS,it ascertains the weight of the evaluation index, and also precedes an empirical research to the 15 investment funds . The results confirm that the method has a great economic value in practice. |
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| Keywords: | investment fund index system performance evaluation AHP TOPSIS |
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