| 对证券投资基金业绩评价指标间关系的分析 |
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| 引用本文： | 吕兆德. 对证券投资基金业绩评价指标间关系的分析[J]. 经济数学, 2005, 22(3): 235-239 |
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| 作者姓名： | 吕兆德 |
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| 作者单位： | 北京师范大学经济与工商管理学院,北京,100875 |
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| 摘 要： | 本文采用数理方法,对基金业绩评价中主要使用的特雷诺指数、夏普指数、詹森指数、M2指数进行了分析,从各个指标的基本原理出发,用数学方法推导了相互之间的异同关系,并且阐述了在进行基金业绩评价时的各个指标的使用条件.
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| 关 键 词： | 基金业绩 评价指标 |
| 修稿时间： | 2005-03-01 |
AN ANALYSIS ON RELATIONSHIP BETWEEN SECURITY INVESTMENT FUND PERFORMANCE EVALUATION INDEXES |
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| Lü Zhao-de. AN ANALYSIS ON RELATIONSHIP BETWEEN SECURITY INVESTMENT FUND PERFORMANCE EVALUATION INDEXES[J]. Mathematics in Economics, 2005, 22(3): 235-239 |
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| Authors: | Lü Zhao-de |
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| Abstract: | The purpose of this paper is to analysis the Treynor Index,Sharpe Index,Jensen Index and M~2 Index which used in fund performance evaluation.I infer the similarities and differences between these indexes based on mathematical method,and explain the condition on which we depend when we evaluate fund performance. |
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| Keywords: | Fund performance Evaluation index |
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