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基金家族与基金业绩相关关系实证研究
引用本文:蔡奕奕 邓超. 基金家族与基金业绩相关关系实证研究[J]. 湖南纺织高等专科学校学报, 2005, 15(4): 13-16
作者姓名:蔡奕奕 邓超
作者单位:中南大学商学院,湖南长沙410083
摘    要:通过对我国开放式基金业绩持续性进行比较分析、以及对基金经理变动与业绩相关关系进行Logistic回归分析,分别检验了大基金家族对业绩的影响能力、以及基金家族通过调动基金经理对业绩的影响能力。实证研究结果表明:大基金家族业绩持续性更强,基金经理变动与业绩不相关。

关 键 词:基金家族 业绩 持续性 实证研究
文章编号:1671-1181(2005)04-0013-04
收稿时间:2005-06-25

Empirical Research into the Relationship between Fund Families and Fund Performance
CAI Yi - yi, DEND Chao. Empirical Research into the Relationship between Fund Families and Fund Performance[J]. , 2005, 15(4): 13-16
Authors:CAI Yi - yi   DEND Chao
Abstract:This paper analyzes the influence of fund family on fund performance. Through comparison and analysis of open-end fund persistence of performance, as well as logistic regression analysis of the relationship between fund manager replacement and fund performance, we take an empirical research into the influence of large fund family on fund performance,and fund manager replacement. Research result demonstrates that large fund family contains stronger persistence of performance, and there is no specific relationship between fund manager and fund performance.
Keywords:fund family   performance   persistence   empirical research
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