基于组合评价的证 券投资基金业绩研究-技术经济及管理专业论文.docxVIP

ABST ABST RACT ABSTRACT：The mutual funds have become one of very important organization investors．and have produced more and more in·depth influence to the development of Chinese finance industry and national economy．As one important partial of the funds deVelopment，performance evaluation of investment funds is a theoretic and practical rese鲫ch topic．With rapid progress of mutual funds in China,It is very valuable for the investors，the administer companies of fund，01the supervisory department of market to build the integrated evaluation system of the performance of mutual funds· Based on OVerseas ripe evaluation methods and advanced evaluation system，the paper applied research methods combining empirical analysis with comparative analysis to evaluation performance of mutual funds in our country，and according to the deftciency of the single evaluation method in the aspects of funds performance evaluation．taking combination evaluation method to funds performance evaluation· First．the paper used sample funds to analyze the performance of investment funds including income and risk，income after adjusting risk，performance attribution and perfbmance persistence，and then using the results of the single evaluation methods to ca】瞪v out combination evaluation，finally built the evaluation system of the performance of mutual funds based on combination evaluation． The thesis consists of five parts． The first chapter is the introduction．We elaborate study background and significance，literature survey of the study on domestic and international security investment fund performance evaluation,and then summarize the existing problems of funds performance evaluation 111 our country． The second chapter is the summarization of security investment fund．We briefly introduce the concept，characteristic and type of security investment fund，and prescnt conditions of security investment fund in our country． The third chapter is the study on evaluation system of the performance of sec