| 证券投资基金风格分析方法的比较研究 |
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| 引用本文： | 吕兆德.证券投资基金风格分析方法的比较研究[J].内蒙古大学学报(人文社会科学版),2007,39(1):45-49. |
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| 作者姓名： | 吕兆德 |
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| 作者单位： | 北京师范大学经济与工商管理学院 北京100875 |
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| 摘 要： | 基金投资风格，是指将基金资产在各种不同股票之间进行配置的投资战略或投资计划。基金投资风格分析方法有两种，一种是基于投资组合的风格分析（RBSA）；一种是基于收益的风格分析（RBSA）。两种方法得出的分析结果在某些情况下存在不一致，这是由两者的特征决定的。就我国实际情况，在分析中应当结合使用两种方法，以得出准确的基金风格。
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| 关 键 词： | PBSA RBSA 资风格比较 |
| 文章编号： | 1000-5218（2007）01-0045-05 |
| 修稿时间： | 2006-03-01 |
Research on Comparison of Security Investment Fund Style Analysis Methods |
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| LU Zhao-de.Research on Comparison of Security Investment Fund Style Analysis Methods[J].Journal of Inner Mongolia University(Humanities & Social Sciences),2007,39(1):45-49. |
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| Authors: | LU Zhao-de |
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| Institution: | School of Economic and Business Administration, Beijing Normal University, Belling 100875 ,China |
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| Abstract: | There are two approaches to fund investment style identification. One is Portfolio-Based Style Analysis(RBSA), the other is Return-Based Style Analysis(RBSA). In some special cases, the two approaches can give very different results. This is determined by their characteristic. I compare their merits and drawbacks in this article. According to the fact in our country, I think that these two methods must be combined in order to draw a correct conclusion on fund style. |
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| Keywords: | PBSA RBSA investment style comparison |
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