| 基于VaR 的开放式基金业绩评估法RAROC |
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| 引用本文： | 黄文娣.基于VaR 的开放式基金业绩评估法RAROC[J].惠州学院学报,2005,25(4):15-19. |
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| 作者姓名： | 黄文娣 |
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| 作者单位： | 惠州学院,经济管理系,广东,惠州,516007 |
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| 摘 要： | 近几年, 我国证券市场上开放式基金发展迅速, 如何评价这些基金业绩成为关键问题。好的基金业绩评价方法, 既为投资者决策提供依据, 也有利于基金提高投资管理绩效, 促进基金业的发展。基于风险价值VaR 的业绩评价方法RAROC 法, 能通过最新的风险测量技术来调整收益, 从而更科学更全面地评价证券投资基金的业绩。
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| 关 键 词： | 开放式基金 业绩评估 风险 VaR RAROC |
| 文章编号： | 1671-5934(2005)04-0015-05 |
| 修稿时间： | 2005年4月17日 |
Evaluation of the Performance of Open - ended Funds Based on RAROC |
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| HUANG Wen-di.Evaluation of the Performance of Open - ended Funds Based on RAROC[J].Journal of Huizhou University,2005,25(4):15-19. |
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| Authors: | HUANG Wen-di |
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| Abstract: | The open-ended funds in our stock market have developed in recent years. It's important to evaluate the performance of open-ended funds. A good method of evaluation will not only help the investors to make the choice, but also encourage the funds managers to promote the management.A new method RA Roc on VaR can evalulate the performance of open-ended funds more exactly and more roundly. |
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| Keywords: | open-ended funds fund performance risk VaR RAROC |
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