楼主: milandefeng
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[文献求助] 求助cnki文献三篇!多谢大家帮手! [推广有奖]

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milandefeng 发表于 2011-3-17 05:14:59 |AI写论文
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Style Classification Analysis of Chinese Mutual Funds


YANG Chao-jun,CAI Ming-chao,XU Hui-quan (Aetna School of Management, Shanghai Jiaotong Univ., Shanghai 200052, China)  


Focus strategy and excessive return of specified stocks promote the style formation of mutual funds, but managers often disobey the styles specified in their prospects. The paper used Morningstar-style-box and clustering method in the style analysis of Chinese mutual funds. The conclusion shows that most managers disobeyed the styles in prospects.


【Key Words】: mutual fund investment style clustering analysis promissory style
【Fund】: 国家自然科学基金资助项目(70073017)
【CateGory Index】: F830.9
【DOI】: cnki:ISSN:1006-2467.0.2004-03-010



Can Method Selection Affect Result? Initial Point of Performance Evaluation on Mutual Fund


Zhang Wenzhang Chen Xiangmini  


four models, three benchmark portfolios, nine market indexes and five risk-free rate of returns had been tested by 4×3×9×5=540 specific performance evaluation methods. The performance of actual mutual funds is simulated by random selection of portfolios from Chinese security market. The authors find that the evaluation results are rather method sensitive. Different substitute for fundamental models, benchmark portfolios and market indexes can lead to diverse conclusion of mutual fund performance. While test on varies risk-free rate of return display similar result. Further practical suggestions also presented on empirical research from Chinese mutual fund performance.


【Key Words】: Mutual Fund performance evaluation simulative research
【CateGory Index】: F830.91
【DOI】: cnki:ISSN:1002-7246.0.2002-12-002



An Empirical Analysis of Mutual Fund Investment and Stock Volatility


Hu Dachun  


This paper applies dynamic panel data models to the stocks listed on Shanghai Stock Exchange and Shenzhen Stock Exchange from 1999 to 2004. We find that institutional investor prefer to the stocks with higher volatility, and on the other side, the increase in institutional holdings results in a decrease in subsequent volatility. Therefore, these institutional investments play a stable role in stock market.


【Key Words】: institutional investor mutual fund volatility dynamic panel data model
【Fund】: 本文得到国家自然科学基金(70601001)的资助
【CateGory Index】: F832.5;F224
【DOI】: CNKI:ISSN:1002-7246.0.2007-04-012




关键词:cnki文献 求助cnki CNKI CNK performance conclusion specified Shanghai Chinese promote

沙发
hhjc 发表于 2011-3-17 06:50:25
中文数据库帮不上忙了~~
跟哥比头像,你还不够~~

藤椅
abc7759abc 发表于 2011-3-17 07:37:18
这个这个....  。。。。
历史是个什么玩意儿~

板凳
小张在线 发表于 2011-3-17 07:37:31

报纸
小张在线 发表于 2011-3-17 07:40:57
第三篇
已有 1 人评分论坛币 收起 理由
dongyang198 + 100 根据规定进行奖励

总评分: 论坛币 + 100   查看全部评分

地板
小张在线 发表于 2011-3-17 07:41:56
你的这个三篇都是中文文献,但是你发帖子用的是英文摘要和题目

7
lang20052001 发表于 2011-3-17 07:44:17
其实是中文的文献,查到的是英文摘要。。。。。
无话可说...

8
milandefeng 发表于 2011-3-22 13:20:37
多谢大家帮手哈,这个找到的时候只有英文的简介,不好意思哈!

9
lanseyaojing 发表于 2012-4-27 09:02:47
正好最近要用这个  数据库太慢下不了  

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