| 投资基金业绩评价的DEA方法 |
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| 引用本文： | 曹广喜,夏建伟.投资基金业绩评价的DEA方法[J].数学的实践与认识,2007,37(5):7-14. |
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| 作者姓名： | 曹广喜 夏建伟 |
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| 作者单位： | 河海大学,商学院,江苏,南京,210098 |
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| 摘 要： | 对近几年来我国的证券投资基金业绩评价理论进行了系统回顾和总结.在分析了传统评价方法不足的基础上,对比以往文献样本容量更大和样本区间长度更长的样本,选取适当的投入指标和产出指标,运用数据包络分析方法(即DEA评价方法)对2001年1月至2005年6月共222周的33只基金的业绩进行了实证分析,以期对我国的投资基金业绩做出正确和客观的评价.
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| 关 键 词： | 投资基金 绩效评价 DEA模型 |
| 修稿时间： | 2005年12月19 |
DEA Method of Performance Evaluation of Investment Founds |
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| CAO Guang-xi,XIA Jian-wei.DEA Method of Performance Evaluation of Investment Founds[J].Mathematics in Practice and Theory,2007,37(5):7-14. |
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| Authors: | CAO Guang-xi XIA Jian-wei |
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| Abstract: | Recent performance evaluation theory of securities investment founds in our country are systematical summarized and reviewed.Based on pointing out deficiency of these,DEA method is used to empirical analysis performance of investment founds from January 2001 to June 2005.The number of founds is larger and the time span is more wider than that on other papers.And objective and just evaluation of invest founds is to be expected. |
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| Keywords: | investment found performance evaluation DEA model |
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