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对近几年来我国的证券投资基金业绩评价理论进行了系统回顾和总结.在分析了传统评价方法不足的基础上,对比以往文献样本容量更大和样本区间长度更长的样本,选取适当的投入指标和产出指标,运用数据包络分析方法(即DEA评价方法)对2001年1月至2005年6月共222周的33只基金的业绩进行了实证分析,以期对我国的投资基金业绩做出正确和客观的评价.
This paper systematically reviews and summarizes the performance evaluation theories of China’s securities investment funds in recent years.On the basis of analyzing the shortcomings of the traditional evaluation methods and comparing with the samples with larger sample size and longer sample interval in the past and selecting the appropriate input index And output indicators, using data envelopment analysis (DEA) method to analyze the performance of 33 funds in 222 weeks from January 2001 to June 2005, and to make an empirical analysis on the performance of China’s investment funds Correct and objective evaluation.