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1、北京交通大學碩士學位論文基于組合評價的證券投資基金業(yè)績研究姓名：于志艷申請學位級別：碩士專業(yè)：技術經(jīng)濟及管理指導教師：李衛(wèi)東20080601ABSTRACTABSTRACT：Themutualfundshavebecomeoneofveryimportantorganizationinvestors．a(chǎn)ndhaveproducedmoreandmorein·depthinfluencetothedevelopmentofChinesefinanceindustryandnationaleconomy．Asoneimporta
2、ntpartialofthefundsdeVelopment，performanceevaluationofinvestmentfundsisatheoreticandpracticalrese鯽chtopic．WithrapidprogressofmutualfundsinChina,Itisveryvaluablefortheinvestors，theadministercompaniesoffund，01"thesupervisorydepartmentofmarkettobuildtheintegratedevalu
3、ationsystemoftheperformanceofmutualfunds·BasedonOVerseasripeevaluationmethodsandadvancedevaluationsystem，thepaperappliedresearchmethodscombiningempiricalanalysiswithcomparativeanalysistoevaluationperformanceofmutualfundsinourcountry，andaccordingtothedeftciencyofthe
4、singleevaluationmethodintheaspectsoffundsperformanceevaluation．takingcombinationevaluationmethodtofundsperformanceevaluation·First．thepaperusedsamplefundstoanalyzetheperformanceofinvestmentfundsincludingincomeandrisk，incomeafteradjustingrisk，performanceattributiona
5、ndperfbmancepersistence，andthenusingtheresultsofthesingleevaluationmethodstoca】瞪voutcombinationevaluation，finallybuilttheevaluationsystemoftheperformanceofmutualfundsbasedoncombinationevaluation．Thethesisconsistsoffiveparts．Thefirstchapteristheintroduction．Weelabor
6、atestudybackgroundandsignificance，literaturesurveyofthestudyinvestmentfundperformanceevaluation,andondomesticandinternationalsecuritythensummarizetheexistingproblemsoffundsperformanceevaluation111ourcountry．Thesecondchapteristhesummarizationofsecurityinvestmentfund
7、．Webrieflyintroducetheconcept，characteristicandtypeofsecurityinvestmentfund，andprescntconditionsofsecurityinvestmentfundinourcountry．ThethirdchapteristhestudyonevaluationsystemoftheperformanceofsecuritYinvestmentfunds．Inthischapter,wefirstlyintroducethemethodsofinc
8、omeevaluation,fiskevaluation，incomeevaluationafteradjustingrisk，performanceattributionandp幽m肌cepersistenceonfundperformanceevaluation，andthentaki
