基金评价

多层次综合基金评价体系研究

A Research on Multi - layered System of Fund Evaluation

定位于市场投资者的中国开放式基金评价体系的建立研究

The Study of the Construction of an Investors-oriented Open-end Fund Evaluation and Rating System

其中特别值得关注的是，上世纪90年代，提出并应用的VAR（风险价值）是金融界的重大改革，其在基金评价方面亦做出重要贡献。

One particular concern is VAR ( Value at Risk ) which is proposed and applied in 1990 ' s. VAR is a major reform of the financial sector . its evaluation in the Fund also make an important contribution .

证券投资基金评价的理论与方法研究

The Study of Theory Bascs And Methods of Security Funds Performance Evaluation

我国证券投资基金评价指标体系的构建

Construction of the Evaluation Target System of China 's Bond Investment Foundation

第二章对现有基金评价体系进行述评。

Chapter 2 : Review on present fund rating system .

我国基金评价体系研究

Study on the Domestic Appraisal System of Fund

本文从理论、方法、应用等角度，多侧面研究了基金评价问题。

The paper analyzes the problem of fund evaluation from aspects of theory , method and application .

如建立客观、高效、合理的基金评价体系，建立独立的基金评级机构，提高证券市场成熟度等。

We should establish an objective , efficient and reasonable fund evaluation system and independent fund rating agencies .

本文在评述国外基金评价方法的基础上，结合我国的实际情况，建立了一套我国股票型基金绩效评价系统。

This paper constructs a equity fund performance evaluation system according to domestic practice by reviewing foreign evaluation methods .

但是我们应注意到当前基金评价一般采用单一指标，这不免有失片面。

But we have to notice that using single indices in mutual funds ' performance evaluation is a common thing .

客观的基金评价能为投资者提供准确的投资信息参考，引导其正确识别基金的投资风格和投资价值；

Objective appraisal can provide valid investment reference to investors , guides them distinguish the fund 's investment style and investment value ;

在基金评价刚刚兴起的中国，如何设立、管理评价机构，规范基金评价业的发展，有许多不同的观点。

In China there are so many different points about how to establish and manage fund evaluation institutions and how to regulate the development of the industry .

证券投资基金评价是当今西方国家证券界非常时新的一项工作。主要包括评估与比较不同投资基金的投资表现，正确评价投资基金的回报及其承担的风险。

Evaluation of securities investment fund is a new job in western countries , which consists of assessing and comparing performance , returns and risk of each fund .

在西方证券市场上已经形成了一套较为成熟的基金评价理论和方法，借鉴和引用这些方法对于促进国内基金评价业的发展作用明显。

There are comparatively mature theories and methods for the fund classification in the western security market , which will promote the development of security investment fund appraisal if referred .

客观的基金评价能为基金管理公司的投资控制、人员激励和产品营销提供有利的信息支持，形成顺畅的投资与管理的反馈机制；

Objective appraisal can provides advantageous support for the management company 's investment control , the personnel drive and the product camp sells , forms smoothly investment and management feedback mechanism ;

对中国当前建立基金评价体系的重要意义和可行性进行阐述；简要说明本文的研究思路、方法、基本框架和创新点。

The significance and feasibility of building fund rating system at present is discussed in this chapter , followed by brief explanation of some methods , framework and innovation in this paper .

本部分首先将实证研究的结果进行简单的叙述和分析，而后，比较不同基准组合、不同评价方法（当评价股票选择能力时）以及不同评价时段对基金评价的影响。

In this part , I analyzed the results of my empirical analysis briefly , then , I try to compare the evaluation results when applying different benchmarks , different methods when evaluating selectivity ability and different periods .

本文在总结国内外基金评价方法的基础上，针对目前阶段基金的具体情况，对基金绩效评价体系的构建做出了一些探索，体现在评价指标和评价方法的选择两方面。

On the basis of summarizing overseas and domestic fund performance appraisal methods , this thesis tries to develop a fund performance appraisal system with choosing some new appraisal items and methods according to the Chinese fund status .

以真正起到起到平抑股市波动性、提高流动性及加快价值发现的作用。（2）完善基金评价体系，注重其长期表现。

Only in this way can we smooth the volatility of the stock market , increase the liquidity and speed up the process of finding stocks ' value . ( 2 ) Perfect the system of evaluating the funds ' return .

本文从多个角度介绍了证券投资基金评价的各种方法，并结合我国实际情况，对各种方法的优点与不足进行了分析，为投资者评价基金及做出投资选择提供了有效方法。

This paper introduces various methods for the evaluation of security investment fund from various angles , and analyze the advantages and disadvantages of these methods in our country , which provides investors an effective method for investment fund selection and evaluation .

基于VaR的我国证券投资基金绩效评价方法

The Methods of Evaluating Securities Investment Funds Performance Based on VaR

基于DEA的证券投资基金业绩评价研究与应用

Research and Application on the Performance Evaluation of Security Investment Fund Based on DEA

基于动态DEA模型的证券投资基金绩效评价

Performance of Mutual Funds on Dynamic DEA

基于DEA的封闭式基金业绩评价

DEA-Based Closed-End Fund Performance Evaluation

最后对DEA在基金业绩评价中的进一步研究提出了一些问题和建议。

Finally some questions and advices of further funds performance evaluation study with DEA were put forward .

修正的Sharpe指数及其在基金业绩评价中的应用

Revised Sharpe Index for the Performance Evaluation of Securities Investment Funds

在此基础上，用传统的风险调整收益的基金业绩评价指标和基于VaR的基金业绩评价指标对样本基金的业绩进行了研究。

Based on this , we use the traditional risk-adjusted income indicators and the risk-adjusted income indicators base on VaR model to research fund performance .

投资基金绩效评价的Sharpe指数与衰减度实证分析

Empirical analysis of performance for investment fund through Sharpe ratio and decay rate

基于SFA效率值的我国开放式基金绩效评价研究

A Study on the Performance Evaluation of Chinese Open-ended Funds Based on SFA Efficiency Value