| 封闭式债券基金风格模糊聚类分析 |
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| 引用本文： | 周奕琛,薛惠锋,张斌.封闭式债券基金风格模糊聚类分析[J].数学的实践与认识,2013,43(6):102-108. |
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| 作者姓名： | 周奕琛 薛惠锋 张斌 |
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| 作者单位： | 1. 中国航天科技集团公司第710研究所,北京,100048
2. 中邮人寿保险股份有限公司,北京,100808 |
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| 摘 要： | 封闭式债券基金能够在降低风险的同时获取投资收益,并且有着较长的久期,是稳健型投资者实现配置型投资收益较常选择的一个投资品种.利用模糊聚类分析,对封闭式债券基金主要的评价参数进行量化分析,从风险控制、收益水平、选时能力等方面将市场上现有的封闭式债券基金进了投资风格上的划分,为投资者如何选择封闭式债券基金提供了一个较为直观的方法.
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| 关 键 词： | 封闭式债券基金 模糊聚类分析 量化分析 |
A Fuzzy Clustering Analysis into Style of Close-end Normal Bond Funds |
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| ZHOU Yi-chen
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XUE Hui-feng
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ZHANG Bin.A Fuzzy Clustering Analysis into Style of Close-end Normal Bond Funds[J].Mathematics in Practice and Theory,2013,43(6):102-108. |
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| Authors: | ZHOU Yi-chen XUE Hui-feng ZHANG Bin |
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| Institution: | 1.China Aerospace Science and Technology Corporation No.710 Institute,Beijing 100048,China) (2.China Post Life Investment Management Centre,Beijing 100808,China) |
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| Abstract: | Close-ended bond funds normally have long durations,and could gain profit with a low level of risk.Therefore,it becomes an important part within investors' portfolios.In this research,Fuzzy Clustering Analysis is applied to achieve a quantitative research into close-ended bond funds on Chinese market,through which their risk management,profitability and timing selection ability are evaluated and thus a more straightforward and clear classification could be provided to the investors. |
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| Keywords: | close-end normal bond fund fuzzy cluster analysis quantitative analysis |
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