论文部分内容阅读
本文依据摩根斯坦利公司的Modigliani和她的祖父诺贝尔经济学奖得主FrancModigliani所引入的M2指数法对我国行业型开放式基金的投资绩效进行研究。通过计算M2指数,评价采用资产配置战略,着重行业研究和行业投资比重较高的开放式投资基金。本文选取2008年1月至2010年1月,并对这一时期内的时间序列进行分段对比分析,综合评价行业性开放式基金。
This article studies the investment performance of China’s industry-based open-end funds based on the M2 index introduced by Morgan Stanley’s Modigliani and her grandfather Nobel laureate Francodogliani. Through calculating the M2 index, we evaluate the asset allocation strategy and focus on the open investment funds with high proportion of industry research and industry investment. This article selects January 2008 to January 2010, and the time series during this period by stage comparative analysis, a comprehensive evaluation of the industry open-end funds.