开放式基金

基于Var模型的开放式基金风险计量研究

Calculate the Risk of Var-model Open-end Funds

基于Copula方法开放式基金投资组合的VaR计量研究

Empirical Analysis about Portfolio of China 's Open-end Funds Based on Copula Method

基于DEA的开放式基金业绩有效性评价研究

Evaluation and Research of DEA Appling on Open Style Fund Achievement Validity

随着中国加入WTO行程的确定和金融全球化趋势的增强，中国发展开放式基金已是大势所趋。

With China 's entry into the WTO and financial globalization , it 's an irresistable trend that China develops Open Fund .

基于Copula的开放式基金流动性风险研究

Study of Liquidity Risk for Open-end Funds Based on Copula

GARCH模型在开放式基金中的实证研究

An Empirical Analysis of the GARCH Model on Open-end Funds

QFII与我国开放式基金交易策略的比较分析

Comparative Analysis on Investment Strategies between QFII and China 's Open-ended Fund

本文在第一章介绍了开放式基金管理公司的风险控制流程与风险控制指标，并引入VaR风险控制指标。然后介绍了VaR的概念及相对于其它风险控制指标的优点。

Risk controlling process and index of open funds management corporation are discussed and risk controlling index VaR is presented .

基于具有负输出的（BG）型扩展性DEA模型的开放式基金绩效研究

The Open-end Funds Performance Evaluation Based on the BG Extensibility DEA Which with a Negative Output

本文利用传统的单指数模型和ARCH模型，分析了开放式基金的收益率的统计特征、ARCH效应及与股价指数的关系。

By using the traditional single-index model and ARCH model , the paper analyzes the returns characteristic , ARCH effects and the relationship with stock indexes of the objects-vary open-end funds in China .

运用DEA方法对基金业绩进行评价，对24只开放式基金和54只封闭式基金在2004年和2005年的相对业绩进行了比较分析。

This paper examines 24 mutual funds ' and 54 closed-end funds ' comparative efficiency in the year 2004 and 2005.The results indicate that , most funds were inefficient .

周小川提议，通过在imf创建“以sdr计值的开放式基金”，来缓解这一问题，美元余额可以兑换成sdr。

Mr Zhou proposes to alleviate this problem by creating " an open-ended SDR-denominated fund " at the IMF into which dollar balances could be exchanged for SDRs .

通过对开放式基金流动性风险进行特征分析，得出流动性风险均衡管理的指标，并基于SVM（支撑向量机）上建立了一种均衡管理系统。

In this paper , the parameter index is presented after a system analyse about the fluidity risk of the open fund . An equilibrium management system will be given based on Support Vector Machine .

数据包络分析和神经网络两种方法同时运用在开放式基金的综合绩效评价上，可以较好的弥补单纯使用DEA方法与单纯使用BP神经网络方法的不足。

Data envelopment analysis and neural networks are two ways to apply the same open-end fund the comprehensive performance evaluation , you can better make up a simple method and simple to use DEA to use BP neural network deficiencies .

引入均值-熵度量开放式基金风险，建立了一种行为证券组合模型；以此为内核，研究提出了B-Morningstar风险评价模型；

Measuring open-end fund risks with mean-entropy , it 's formed a behavioral portfolio model , based on which the B-Morningstar risk evaluation model is proposed .

开放式基金的流动性风险管理

Liquidity Risk Management of the Open - end Securities Investment Fund

其中，开放式基金正逐渐成为我国基金市场的主流。

The open-end fund market is gradually becoming the domestic mainstream .

从实证的结果来看，我国开放式基金运作中存在哪些问题？

What problems are there in the run of the open-funds ?

开放式基金与存款、股票、债券也有所区别。

Open-end fund is distinguished from savings , stocks and bond .

一种巨额赎回导致的开放式基金流动性风险测量

Measuring Liquidity Risk of Open-End Funds for Large Amount of Redemption

开放式基金规模变动的计量模型与实证分析

Econometrical model and empirical study of open-end fund flow in China

我国开放式基金信息披露制度及其优化

On the Open-end Fund Information Disclosure System and Its Optimization Designs

中国开放式基金监管模式的现状及优化

Present Situation and Optimization of Open-end Funds Regulation Pattern in China

论行为金融学理论在我国投资开放式基金中的应用

The Application of Behavioral Financial to our Investing in Open-ended Fund

开放式基金规模变化的分布参数模型及优化管理

Distributed parameter model and optimal management of scale changes of open fund

开放式基金的资金流量对投资组合的影响分析

Analysis of impact on portfolio of open-ended mutual fund flow

我国金融制度变革中的开放式基金研究

Studies on Open-end Fund in China 's Financial System Reform

巨额赎回是造成开放式基金流动性风险的主要原因。

Quantity of large redemption is the main reason causing liquidity risk .

开放式基金在我国的进一步发展需要对其风险进行识别和管理。

In its development , we should recognize and control its risks .

我国封闭式基金与开放式基金业绩比较研究

Performance Comparison between Close-ended Funds and Open-ended Funds in China