基金收益

针对Sharpe指数在基金收益非正态分布时的缺陷，采用Stutzer（2000）提出的衰减度对中国证券投资基金进行实证分析。

Concerning about the Sharpe ratio inadequacies , this empirical analysis is conducted by employing the decay rate firstly put forward by Stutzer ( 2000 ) .

封闭式基金收益率及投资策略分析

Analysis about the Return of Closed-End Fund and Its Investment Tactics

资产配置对基金收益影响程度的定量分析

Quantitative Analysis : How Asset Allocation Affects Mutual Fund Revenue

投资基金收益风险的数理分析

Mathematical Analysis of Revenue and Risk of Investment Fund

第二，对现有寿险资金购买封闭式证券投资基金收益与风险进行了理论与实证分析，然后对购买即将推出的试点开放式基金的可行性进行分析。

Then , analyze the income and risk of insurance funds investing in closed-end fund ;

不同基金收益之间的差异仅仅是由于各自风险偏好的不同。

The diversity of profit in different closed-end funds is that their risk preferences are different .

最后，本文着重对影响证券投资基金收益的因素进行了分析。

Finally , it focuses on the factors that will affect the return of securities investment funds .

在同期内，市场风险溢价与基金收益率具有显著的正相关性。

During the same period , market risk premium and the fund yields have a significant positive correlation .

总的来说，得出来曲线让人瞠目结舌，与最受热捧的对冲基金收益曲线不相伯仲。

In aggregate the results have been stunning , comparable to the returns of the most blistering hedge fund .

谷歌还拒绝拿在太阳能基金收益与公司整个利润率作对比。

Google also declined to compare the return on its solar fund with the company 's overall profit margin .

资产配置政策对基金收益的决定&对中国封闭式基金的实证研究

The Determination of the Asset Allocation Policy of the Fund Return & Authentic Proof of the Chinese Close-ended Fund Return

从目前中国的金融环境而言，股票市场无疑成为了最直接最有效提高社保基金收益率的投资渠道。

Now in China , the stock market has undoubtfully been a efficient way to increase the yield of investment .

文章的第三章是基金收益与风险的评价指标介绍与实证分析。

Articles of chapter III is the income of the Fund and the evaluation of the risk of introduction and empirical analysis .

现有经济在养老金个人帐户基金收益是固定的，而后者则是非固定的。

The investment return of pension individual account in the former economy is fixed while that of the latter is not fixed .

民间私募基金收益保底约定初探转型期民间投资及其法律规制的制度逻辑&一个关于中国经济法现实运作基础的经验考察

A Prime Study on Minimum-Proceeds-Guarantee Clause of Private Placement Fund On the Private Investment in Rural Infrastructure Construction in China 's Transitional Period

可转换债券和股票，债券市场的信用价差等归纳为影响债券型基金收益率的主要因素。

Convertible bond and stock , the bond market credit spreads and so on of the main factors influencing the bond fund returns .

对服务内容、基金收益等采用虚假宣传、违规承诺等手段，欺骗或误导客户；

Making false propaganda or illegal promises on service contents or fund proceeds , or adopting other means to deceive or mislead clients ;

对那些依赖捐赠基金收益来维持很大一部分开销的富有学院来说，这算得上是一个冲击。

For wealthy schools that depend upon endowment returns to cover a large share of their spending , this has come as a shock .

根据国内的现实情况，采用应用较为广泛、成熟的基金收益率、特雷诺指数、詹森指数、夏普指数对部分基金进行了评价。

Some of securities investment fund is evaluated by fund rate of return , Treynor Index , Jensen Index and Sharpe Index in this article .

基金收益率没有显著的风险溢价效应，没有体现出高风险高回报、低风险低回报的特征。

The return of fund has not obvious risk premium effect and has does not show the characteristic of " high risk , high return " .

基金收益率与所跟踪的指数收益率之间的相关性分析表明：三个基金和他们所跟踪的指数相关性都不显著，说明他们的指数化投资失效。

The analyse of the relativity of funds ' yield and the indexes they tracted shows the relativity is not strong and the index investment disabled .

基金收益率不服从正态分布，存在显著的尖峰厚尾特性，我国基金市场还不是有效市场；

The return of fund is disobedient normally distribution and has obvious peak and fat tail . The fund market of China is not efficient totally .

第四章是回归结果分析，使用封闭式基金收益率分析了单变量及多变量条件下证券投资基金收益的可预测性，对实证结果进行了较深入的分析。

The fourth chapter is the analysis of regressions . It analysis the predictability of closed-end fund returns using a single variable and multi variable analysis comprehensively .

第三，添加了哑变量D1，对于处于股市的不同阶段（牛市和熊市）可能对基金收益产生的贡献给予不同的权重。

Third , dummy variable D_1 was included . The contribution to the earning rate of fund by different market conditions ( bull and bear ) was considered .

从去年9月1日到11月底，该基金收益率下滑约18%，但仍超出行业整体基准约6%。

The fund was down about 18 per cent from September 1 to the end of November , but has outperformed its combined industry benchmarks by about 6 per cent .

另一个问题是：一些风险套汇交易可以保密，进一步限制了个人通过公开文件了解对冲基金收益情况的能力。

Another issue : Some risk arbitrage plays can be kept confidential , further limiting the ability of individuals to realize hedge fund returns just by keeping an eye on public filings .

用实证方法分析了基金收益率、分红、基金规模和基金净值对赎回的影响以及基金赎回对基金流动性资产的关系。

With the empirical way to analysis the influence of the return of fund , dividend , asset and net value to redemption , and to study the relationship between redemption and liquid assets .

在风格分析部分，本文利用基金收益序列对我国各基金的实际投资风格进行了研判，并清楚表明各基金的收益来源；

In the style analysis part , I use the return-based style analysis model to judge Chinese funds ' actual investment style , and the results can clearly indicate the sources of the fund 's return .

但政司可指示基金收益中，徵收一管年，以入香港政府一般收入，目由政司定。

Provided that the Financial Secretary may direct that an annual supervision fee to be determined by him shall be charged against the income of the fund and paid into the general revenue of Hong kong .

因此，本文提出通过政策手段改善基本养老保险基金收益状况和职工缴费年限等政策因素，以遗产税划拨与发行特别债券等手段解决现存成本与未来社会结构变化后的资金缺口压力。

Therefore , this paper proposes to improve return rate and contribution years and other elements of basic pension insurance fund by public policy , to solve existing and future gap by reducing state assets , allocating death tax and issue special bonds .