| 基金经理的个人特征对基金风格漂移的影响研究 |
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| 引用本文： | 郭文伟,宋光辉,许林.基金经理的个人特征对基金风格漂移的影响研究[J].软科学,2010,24(2):123-128. |
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| 作者姓名： | 郭文伟 宋光辉 许林 |
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| 作者单位： | 华南理工大学,工商管理学院,广州,510641 |
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| 基金项目： | 国家自然科学基金项目，教育部人文社会科学研究项目 |
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| 摘 要： | 对股票型基金的风格漂移与基金经理个人特征之间的相关性进行实证研究。结果表明:海外学习背景、职业资格证书、从业经验越有助于保持基金风格的一致性;拥有博士或硕士学位的基金经理相比仅有学士学位的经理表现出更强烈的风格漂移倾向;基金经理变更越频繁,基金运营时间越长,其风格漂移越严重;集中管理制模式在熊市中有助于降低基金风格漂移程度,但在牛市中则影响效果不显著。
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| 关 键 词： | 投资风格 风格漂移 个人特征 |
An Empirical Analysis of the Impact on Style Drift from the Fund Manager's Personal Characteristics |
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| GUO Wen-wei,SONG Guang-hui,XU Lin.An Empirical Analysis of the Impact on Style Drift from the Fund Manager's Personal Characteristics[J].Soft Science,2010,24(2):123-128. |
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| Authors: | GUO Wen-wei SONG Guang-hui XU Lin |
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| Institution: | GUO Wen-wei,SONG Guang-hui,XU Lin(School of Business Administration,South China University of Technology,Guangzhou 510641) |
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| Abstract: | This paper makes an empirical analysis of the relationship by the data from open-funds. Result shows that personnel changes in fund managers and fund operation time have positive correlation with fund style drift. The fund managers with doctoral or master degree show stronger tendency to drift style than those with only bachelor degree. Some personal characteristic such as overseas study background,professional qualification certificates and experience can help to maintain fund style consistency. The centra... |
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| Keywords: | investment style style drift personal characteristic |
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