| 中国开放式基金全要素生产率实证分析 |
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| 引用本文： | 杜子平,何辉,张勇.中国开放式基金全要素生产率实证分析[J].科技管理研究,2011,31(10). |
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| 作者姓名： | 杜子平 何辉 张勇 |
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| 作者单位： | 1. 天津科技大学经济与管理学院,天津,300222
2. 天津市房地产开发经营集团,天津,300050 |
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| 基金项目： | 国家自然科学基金项目“时序非线性相依Copula分析建模及金融领域应用研究”(71071111),“动态Copula模型的构建及其在金融领域的应用研究”(70671074); 教育部人文社会科学基金项目“时空两相非线性关联建模及金融风险演化与传播研究” |
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| 摘 要： | 运用基于DEA方法的Malmquist生产率指数法对我国开放式基金的全要素生产率进行实证分析。结果表明:开放式基金的全要素生产率总体上有较大下降,其中技术水平和纯技术效率同时出现下降,而规模效率略有提高;债券型基金在评价期间表现最优,年均全要素生产率保持增长,而股票型和混合型基金则不同程度地出现下降。
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| 关 键 词： | 开放式基金 全要素生产率 Malmquist指数 DEA |
Empirical Study on Total Factor Productivity of China's Open-ended Fund |
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| DU Ziping,HE Hui,ZHANG Yong.Empirical Study on Total Factor Productivity of China's Open-ended Fund[J].Science and Technology Management Research,2011,31(10). |
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| Authors: | DU Ziping HE Hui ZHANG Yong |
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| Institution: | DU Ziping1,HE Hui1,ZHANG Yong2(1.School of Economics and Management,Tianjin University of Science and Technology,Tianjin 300222,China,2.Tianjin Real Estate Development Management Group Co.Led,Tianjin 300050,China) |
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| Abstract: | Empirical study was made on the total factor of China's open-ended fund with the method of Malmquist Productivity Index based on DEA.The result shows that: the total factor productivity for the fund decreased slightly with a major decrease in both technical change and pure efficiency change and a slight increase in scale change.The performance of the bond fund keeps the best state during the evaluation,and the annual average total factor productivity maintains increasing growth.However,the annual average to... |
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| Keywords: | open-ended fund total factor productivity Malmquist index DEA |
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