我國(guó)環(huán)境保護(hù)基金績(jī)效分析——對(duì)比其他社會(huì)責(zé)任投資基金和傳統(tǒng)共同基金
發(fā)布時(shí)間:2018-03-18 03:34
本文選題:社會(huì)責(zé)任投資基金 切入點(diǎn):綠色共同基金 出處:《當(dāng)代經(jīng)濟(jì)管理》2017年11期 論文類型:期刊論文
【摘要】:近年來(lái),由于政府和公眾對(duì)環(huán)境問題的日益關(guān)注,以環(huán)境保護(hù)為目的的投資機(jī)會(huì)增多,我國(guó)基金市場(chǎng)上的環(huán)保主題基金(即綠色共同基金)也得到投資者越來(lái)越多的關(guān)注。文章主要通過對(duì)比我國(guó)環(huán)境保護(hù)基金和其他社會(huì)責(zé)任投資基金、傳統(tǒng)共同基金,研究綠色共同基金的投資績(jī)效;贑APM理論和Fama-French三因素模型,發(fā)現(xiàn)在2015年至2016年期間,我國(guó)綠色共同基金的投資績(jī)效與其他社會(huì)責(zé)任投資基金、傳統(tǒng)共同基金的表現(xiàn)對(duì)比并無(wú)顯著差異。
[Abstract]:In recent years, investment opportunities for environmental protection have increased as a result of increased government and public interest in environmental issues, The environmental protection theme funds (green mutual funds) in China's fund market have also attracted more and more attention from investors. This article mainly compares the environmental protection funds and other social responsibility investment funds, traditional mutual funds, in our country. This paper studies the investment performance of green mutual fund. Based on CAPM theory and Fama-French model, it is found that from 2015 to 2016, the investment performance of green mutual fund and other social responsibility investment funds in China were studied. There is no significant difference in the performance of traditional mutual funds.
【作者單位】: 對(duì)外經(jīng)濟(jì)貿(mào)易大學(xué);
【分類號(hào)】:F832.51;X324
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