摘要
应用超效率DEA方法,建立了开放式基金的绩效评价模型,并应用该模型对15支开放式基金绩效进行了实证分析.结果表明:国泰金鹰等7支基金绩效相对有效,华夏回报等8支基金绩效相对无效,并且15支基金均存在规模不经济现象.
Using super-efficiency DEA method,the performance evaluation model of open-ended fund is built.The model has been tested with 15 open-ended fund.The results show that the relative performance of Guo Tai Jin Ying and other six funds is effective,Hua Xia Hui Bao and other seven funds is inefficient.And the scale of all the fifteen funds exist the phenomenon of diseconomies,then give the results analysis and recommendations.
出处
《中原工学院学报》
CAS
2010年第6期42-46,共5页
Journal of Zhongyuan University of Technology
基金
河南省软科学研究计划项目(0513020400)
关键词
绩效评价
超效率DEA模型
开放式基金
performance evaluation
super-efficiency data envelopment analysis
open-ended fund
