组合评价在基金绩效评价中的应用分析
pplied Analysis of the Combination Appraisal in Fund Performance Appraisal
本文首先简要地介绍了国外主要的基金业绩评价传统方法：夏普业绩指数法、特雷诺业绩指数法和詹森业绩指数法，并给出了这几种业绩评价方法各自存在的不足之处。在此基础之上，笔者提出采用组合评价方法来综合评价基金的绩效，该方法具有适用性和现实意义。
his paper first briefly introduced the overseas main fund performance appraisal tradition method:, Sharpe Treynor、Jensen performance exponential method, and has points out deficiency respectively existing in these performance appraisal methods. Base on this foundation, the author proposed the combination appraisal method to evaluate the performance of the fund , this method has the serviceability and the practical significance.
周向红
财政、金融
证券投资基金业绩评价组合评价
Investment fundsPerformance appraisalCombination appraisal
周向红.组合评价在基金绩效评价中的应用分析[EB/OL].(2005-11-07)[2025-08-16].http://www.paper.edu.cn/releasepaper/content/200511-91.点此复制
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