基于赎回率的中国开放式基金业绩评价研究
Research on Efficiency Estimation of China Open-end Mutual Fund based on Withdraw Rate
本文基于开放式基金赎回率研究中国开放式基金业绩表现,应用数据包络分析法对经营时间超过四年的三十支开放式基金进行有效性分析,之后运用熵权法对它们进行综合排名,最后得出对投资者和基金管理公司有参考意义的结论。
his paper analyzes efficiency of China open-end mutual fund based on withdraw rate. Data Envelop Analysis is used to analyze the efficiency of all thirty open-end mutual funds which have been existing for more than four years. After that entropy weight is used to sort these funds ascendingly. At last it gives out useful conclusions to investors and fund managing company.
都郁、金镝
财政、金融
赎回率,业绩评价,数据包络分析,熵权
withdraw rateefficiency estimationdata envelop analysisentropy weight
都郁,金镝.基于赎回率的中国开放式基金业绩评价研究[EB/OL].(2008-04-08)[2025-08-16].http://www.paper.edu.cn/releasepaper/content/200804-249.点此复制
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