欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
绩效评估指数是评估各种投资结果的一种重要方式．为克服现有指数的不足，通过更加细致地划分收益与损失，提出了一种新的绩效评估指数，它不仅能精细刻画基金收益的分布特性，而且可恰当反映投资者的不同风险厌恶程度．实证结果表明，新指数确实能更好地区分基金的表现，并能给出更加全面、可靠的绩效排名．
英文摘要：
The performance evaluation index is an important way to evaluate the performance of investment portfolios. In order to avoid the shortcomings of current performance evaluation indexes, a new index is pro- posed by more precisely dividing return and risk. The new index can not only describe in detail the distribution characteristics of mutual fund returns, but also reflect investors＇ different attitudes toward risk and reward. Empirical results with Chinese closed-end fund data confirm the effectiveness of the new index, and its strong ability in better separating funds and providing a more comprehensive and reliable ranking.
同期刊论文项目
同项目期刊论文
Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic
Parameter estimation of a multistate model for an aging piece of equipment under condition-based mai
A comparative study for content-based dynamic spam classification using four machine learning algori
A critical global convergence analysis of recurrent neural networks with general projection mappings
Study on the interrelation of efficient portfolios and their frontier under distribution and various
期刊信息
位置：