共查询到20条相似文献，搜索用时 187 毫秒
1.
《阅读与作文(高中版)》2009,(29)
投资者选择基金,基金业绩往往是最关注的指标,可是单个基金业绩往往并不能客观反映这只基金的整体表现。投资者比较容易理解的指标有,同期大盘或者业绩基准表现、同类基金排行榜等等,而对专业评价标准比较陌生,例如评价基金风险和收益的经典三大指标:夏普比率、詹森指数、特 相似文献
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桑海燕 《蒙自师范高等专科学校学报》2003,1(5):69-72
随着证券投资基金业在我国的迅速发展,关于基金业绩的评价正受到越来越多的关注和重视,如何借鉴国外成熟的评价方法和指标,结合我国证券市场的现实,探寻科学的基金业绩评价方法,完善我国基金评价体系,无论对基金的管理者还是基金的投资者都具有重要的现实意义. 相似文献
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桑海燕 《蒙自师范高等专科学校学报》2003,1(1):69-72
随着证券投资基金业在我国的迅速发展，关于基金业绩的评价正受到越来越多的关注和重视，如何借鉴国外成熟的评价方法和指标，结合我国证券市场的现实，探寻科学的基金业绩评价方法，完善我国基金评价体系，无论对基金的管理还是基金的投资都具有重要的现实意义。 相似文献
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基金业绩评价是近年来研究的热点，基于深成综合指数和上证综合指数两个不同的市场指数条件对我国12只封闭式基金的业绩进行评价。实证研究发现：风险调整后的基金业绩评价体系适合不同的市场指数，进一步证实了市场的有效性假说，同时还发现时机选择对条件信息具有很大的敏感性。 相似文献
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文章比较分析了多种私募股权基金业绩评价指标,认为单一测评方法不能全面有效地反映基金业绩的真实情况.建议综合考量多种因素,对不同运作模式的基金采用不同模型,对完善业绩评价体系给出了相关建议. 相似文献
6.
基于修正的沃斯价值比率模型的开放式基金绩效评价研究 总被引：1，自引：0，他引：1
沃斯价值比率模型在评价基金风险和收益时没有要求收益率必须符合严格的正态分布的假设。在借鉴沃斯价值比率模型思想基础上,选取五个风险指标和七个业绩指标作为基金的评价指标体系,并用因子分析法对沃斯价值比率模型的不足进行修正,用因子分析法确定各指标的权重,计算出基金的因子得分,对基金的绩效进行评价,为证券基金绩效评价提供了新的思路,具有重要意义。 相似文献
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沃斯价值比率模型在评价基金风险和收益时没有要求收益率必须符合严格的正态分布的假设.在借鉴沃斯价值比率模型思想基础上,选取五个风险指标和七个业绩指标作为基金的评价指标体系,并用因子分析法对沃斯价值比率模型的不足进行修正,用因子分析法确定各指标的权重,计算出基金的因子得分,对基金的绩效进行评价,为证券基金绩效评价提供了新的思路,具有重要意义. 相似文献
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利用基金管理人"薪酬回报"和"雇佣风险"两种激励理论,来研究我国证券投资基金的业绩排名对基金后期风险选择行为的影响,结果表明,具有优良业绩的基金有更为强烈的主动性风险选择动机,在后期的投资中倾向于增加与市场基准指数的跟踪误差,而业绩排名靠后的基金则更多选择跟随市场指数的保守投资策略。这一结论与国外市场的研究结论有所不同。 相似文献
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采用经典的单因素绩效评价模型和T—M模型、H—M模型,对我国封闭式优化指数基金和开放式指数基金的绩效进行了较为全面的比较分析．基于分析结果,探讨了影响我国指数基金绩效的主要因素并提出了相应的建议． 相似文献
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开放式基金规模是基金管理的重要内容,对基金绩效产生重要影响,因此研究我国开放式基金规模问题具有较强的现实意义。在分析开放式基金规模与绩效关系的基础上,构建了开放式基金适度规模测度方法,并运用48只开放式基金数据进行实证分析。研究表明,中国开放式基金收益率与基金规模呈现二次曲线变动关系,开放式基金规模并非越大越好,而是存在适度的规模。根据经济适度规模分析思想,得出中国开放式基金适度规模。 相似文献
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基于2004年以前成立的98只开放式基金2004年第二季度至2009年第四季度的季度数据,运用Fama-MacBeth方法估计模型参数,对比分析影响我国开放式基金交易行为、特别是申购行为的相关因素。结果表明,基金当期业绩显著影响其当期申购行为,且红利影响更大;基金风险对交易行为的影响存在差异,体现了基金投资者风险态度的复杂性;基金规模显著影响基金交易行为,但其优势并未体现;基金年龄一定程度上体现了基金的品牌效应;基金交易费率对交易行为的影响存在差异,尤其表现在申购行为上;基金前一期交易行为显著地影响当期交易行为。 相似文献
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张婷 《山西财经大学学报(高等教育版)》2006,9(3):94-96
证券投资基金是一种利益共享、风险共担的集合证券投资方式,根据变现方式的不同,可分为封闭式基金(Close-end fund)和开放式基金(Open-end fund)。我国的封闭式基金和开放式基金在契约结构、运作机制、业绩和风险等方面存在差异。作为两种基本的投资基金组织形式,封闭式基金和开放式基金互为补充,各有所长,没有绝对的优势,可以长期共存。 相似文献
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Linda J. Beckman 《Psychology in the schools》1976,13(2):212-218
Nine upper elementary teachers assigned equal numbers of children from their own classrooms to three performance categories: Low Performance, Moderate Performance and High Performance. A child's teacher and his or her parent (usually the mother) then completed structured and open-ended questions regarding the reasons why the child performed as he did. While teachers rated child's ability, own teaching, and mother, father and peer influence higher and other reasons (e.g., health, situational characteristics) lower for high performing than for low performing children on structured questions, parents of children in the different conditions did not differ significantly in their ratings on each factor. On both open-ended and structured questions, for all performance levels, teaching was rated as more important by parents than by teachers. 相似文献
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We conducted two experiments to analyze how text availability and question format affect readers’ processes and performance on measures of expository text reading comprehension. Junior high school students read expository texts and answered both multiple choice and open-ended questions on a computer that recorded reading times and readers’ actions with Read&Answer software. The results showed that readers reread prior text segments during initial reading of the text more often when they knew that the text would be unavailable when answering questions than when they knew that the text would be available. In addition, readers made more search decisions in the text- available condition when answering open-ended questions than when answering multiple-choice questions. Regarding performance, we repeatedly found an interaction effect between availability and question format: text availability benefited the open-ended but not the multiple-choice format. We concluded that the two availability conditions are useful in assessing different discourse processes. We discuss theoretical and practical implications for the development of models of reading and new ways to assess reading literacy skills that emphasize purposeful reading. 相似文献
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虞红霞 《深圳职业技术学院学报》2005,4(2):66-70
本对几种经典的基金业绩评价模型进行了比较分析，并介绍了这个领域的新的评价方法——索地诺比率(Sortino ratio)，结合我国股票市场行情对十家典型的基金进行实证研究，结果发现我国证券投资基金在失去新股配售权以后大多数基金没有发挥集合投资，专家理财的优势，基金中短期业绩不具有持续性。 相似文献
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Devika Naidoo 《Teaching in Higher Education》2013,18(3):340-351
Against the background of vast changes in doctoral education and the emergence of non-traditional doctoral programmes, this paper investigates the habitus of non-traditional PhD students at a South African university. Bourdieu's conceptual tool of habitus informed the study. In-depth and open-ended interviews were conducted with 10 non-traditional students. Data analysis indicates non-traditional students' complex and multifaceted habitus. Non-traditional PhD students' dispositions and experiences include tenacious self-motivation and self-regulation in the face of severely constraining conditions, diverse epistemologies, hybrid goals, more communal orientations, perplexedness about ‘produce new knowledge’ and other requirements of the PhD, vulnerability regarding funds, complex self-change ranging from elation and affirmation to humiliation and confusion and exclusion and non-recognition at the department and faculty levels. These findings indicate greater challenges for non-traditional doctoral programmes that would respond to the academic and social needs of non-traditional students. 相似文献
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Fiona Q. Wood 《高等教育研究与发展》1989,8(2):237-250
Under the federal government's current policy on funding university research, institutions which can best identify and encourage the higher performers amongst their academic staff will fare better than others. However, in order to secure a strong position in competing for these government funds universities will need to know more about the research activity of their academic staff and how staff in different disciplines are likely to respond to the increased use of performance indicators. This paper reports the views of staff from one Australian university on such issues. One of the main findings is that potential research output is influenced by a range of factors including the differences in research styles, methods and strategies and the degree of dependence on funds. Such findings favour the differential use of performance measures depending on the nature of the research undertaken rather than the use of measures which are intended to standardise research output within or across disciplines. 相似文献
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本文是对我国开放式基金市场风险的度量进行研究,找到一种能有效测度我国开放式基金市场风险的模型,给投资者和投资机构提供参考。考虑到金融时间序列数据的波动性以及概率分布,本文运用了GARCH类模型和SV类模型,并分别基于正态分布和T分布进行了建模,进而将其应用于计算VaR值。通过实证结果对比表明,基于SV—T模型计算得到的VaR值更具有准确性,是较优的基金风险测度模型。 相似文献