基于组合评价的证券投资基金业绩研究

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1、北京交通大学硕士学位论文基于组合评价的证券投资基金业绩研究姓名：于志艳申请学位级别：硕士专业：技术经济及管理指导教师：李卫东20080601ABSTRACTABSTRACT：Themutualfundshavebecomeoneofveryimportantorganizationinvestors．andhaveproducedmoreandmorein·depthinfluencetothedevelopmentofChinesefinanceindustryandnationaleconomy．Asoneimporta

2、ntpartialofthefundsdeVelopment，performanceevaluationofinvestmentfundsisatheoreticandpracticalrese鲫chtopic．WithrapidprogressofmutualfundsinChina,Itisveryvaluablefortheinvestors，theadministercompaniesoffund，01"thesupervisorydepartmentofmarkettobuildtheintegratedevalu

3、ationsystemoftheperformanceofmutualfunds·BasedonOVerseasripeevaluationmethodsandadvancedevaluationsystem，thepaperappliedresearchmethodscombiningempiricalanalysiswithcomparativeanalysistoevaluationperformanceofmutualfundsinourcountry，andaccordingtothedeftciencyofthe

4、singleevaluationmethodintheaspectsoffundsperformanceevaluation．takingcombinationevaluationmethodtofundsperformanceevaluation·First．thepaperusedsamplefundstoanalyzetheperformanceofinvestmentfundsincludingincomeandrisk，incomeafteradjustingrisk，performanceattributiona

5、ndperfbmancepersistence，andthenusingtheresultsofthesingleevaluationmethodstoca】瞪voutcombinationevaluation，finallybuilttheevaluationsystemoftheperformanceofmutualfundsbasedoncombinationevaluation．Thethesisconsistsoffiveparts．Thefirstchapteristheintroduction．Weelabor

6、atestudybackgroundandsignificance，literaturesurveyofthestudyinvestmentfundperformanceevaluation,andondomesticandinternationalsecuritythensummarizetheexistingproblemsoffundsperformanceevaluation111ourcountry．Thesecondchapteristhesummarizationofsecurityinvestmentfund

7、．Webrieflyintroducetheconcept，characteristicandtypeofsecurityinvestmentfund，andprescntconditionsofsecurityinvestmentfundinourcountry．ThethirdchapteristhestudyonevaluationsystemoftheperformanceofsecuritYinvestmentfunds．Inthischapter,wefirstlyintroducethemethodsofinc

8、omeevaluation,fiskevaluation，incomeevaluationafteradjustingrisk，performanceattributionandp幽m肌cepersistenceonfundperformanceevaluation，andthentaki