中国证券投资基金业绩评价体系研究

【作者】 吴又红；

【导师】 张根明；

【作者基本信息】 中南大学 ， 工商管理， 2003， 硕士

【摘要】 面对我国基金业蓬勃发展的态势，无论是基金管理人还是基金投资者都需要一套科学的评价体系对基金运营业绩进行评价，以提高管理水平和指导投资行为。这有利于在加入WTO后的今天我国基金业能经受起国外同行的竞争与挑战，有利于我国基金业的规范与发展。 本文分析了我国证券投资基金市场及其发展的特殊情况，总结了国内外证券投资基金业绩评价理论，并对这些理论进行了分析和比较，力图结合我国证券投资基金运作和发展的特点，从理论和实务两个方面探讨科学全面评价我国证券投资基金业绩的方法。同时从可行性角度出发，选择具有代表性的评价指标，建立了基金业绩评价体系，并进行了实证研究。更多还原

【Abstract】 In recent years, the securities investment fund has been developing rapidly. It seems more and more necessary for both managers and investors to evaluate the achievement of the investment fund scientifically so as to guide their action. In addition, after entering WTO(World Trade Organization ), reasonable evaluation can help the fund company become originative and bear the competition & challenge from outside funds management company. It can also advance the criterion and development of our funds industry.In this thesis, at first I will discuss the characteristic of the securities investment fund in our country and compare the evaluation methods that are widely accepted in the world. Then, I would like to find out which method can be used in China and what should be done to build a rather scientific evaluation system. In the same time, from an angle of it’s feasibility, this thesis selects some representative indexes and sets up a system for the evaluation on the achievement of the funds. In the end, the thesis carries out an empirical research on the system.更多还原