摘要
通过借鉴国外比较成熟的单因素评价模型 ,对我国近两年来的 2 0只证券投资基金经风险调整后的业绩进行实证研究 ,并在此基础之上与国外的实证研究结果进行相互比较 ,从而对我国目前的证券投资基金得出几点简要的结论和政策建议。
In light of the mono-factor appraising model, the authors made some empirical studies into the risk adjusted data on some 20 security investment funds. Through a comparison of the result with that of foreign countries, some conclusion are reached and policy proposals are raised.
出处
《山西财经大学学报》
北大核心
2002年第6期91-94,共4页
Journal of Shanxi University of Finance and Economics