發(fā)布時(shí)間：2018-04-01 21:11

  本文選題：證券投資基金　切入點(diǎn)：基金績(jī)效評(píng)價(jià)模型　出處：《大連海事大學(xué)》2012年碩士論文

【摘要】：伴隨著全球經(jīng)濟(jì)的高速發(fā)展,中國(guó)金融市場(chǎng)的日益壯大,投資基金行業(yè)作為其中的領(lǐng)軍者之一發(fā)揮著極其重要的作用。我國(guó)投資基金的種類與規(guī)模日漸豐富,在整個(gè)金融市場(chǎng)的影響力不斷增強(qiáng)。專業(yè)化的理財(cái)投資理念培養(yǎng)了越來(lái)越多的專業(yè)化投資市場(chǎng)參與者：市場(chǎng)監(jiān)督者通過(guò)專業(yè)化的業(yè)績(jī)?cè)u(píng)估方法找到管理中的不足之處。投資者運(yùn)用專業(yè)化的業(yè)績(jī)?cè)u(píng)價(jià)方法找到適合自己的投資產(chǎn)品�；鸾�(jīng)理人利用有效的業(yè)績(jī)?cè)u(píng)價(jià)模型幫助自己發(fā)現(xiàn)運(yùn)營(yíng)中的短板,改進(jìn)之后實(shí)現(xiàn)高收益。因此,構(gòu)建一個(gè)有效的證券投資基金業(yè)績(jī)?cè)u(píng)價(jià)方法已經(jīng)成為整個(gè)市場(chǎng)一致的目標(biāo),是所有市場(chǎng)參與者所需要的重要工具。 本篇論文通過(guò)對(duì)理論知識(shí)的研究和實(shí)證分析相結(jié)合的方法,找到可以科學(xué)的評(píng)價(jià)基金績(jī)效的評(píng)價(jià)方法——數(shù)據(jù)包絡(luò)分析方法(DEA方法) 本文一共分為5個(gè)部分。首先介紹了本文的研究方法和研究意義,并對(duì)國(guó)內(nèi)外基金評(píng)價(jià)研究方法做了介紹。其次對(duì)證券投資基金的特點(diǎn)、分類以及我國(guó)投資基金的發(fā)展情況作了筒單的介紹；并闡述了投資基金績(jī)效評(píng)價(jià)的重要意義。再次,介紹了數(shù)據(jù)包絡(luò)分析DEA模型的發(fā)展,以及本文之所以選擇該方法進(jìn)行績(jī)效評(píng)價(jià)的理論依據(jù)。然后結(jié)合市場(chǎng)環(huán)境分析選擇有效的輸入輸出決策參數(shù),通過(guò)測(cè)算得到最終結(jié)果。之后對(duì)測(cè)算結(jié)果進(jìn)行多角度分析,包括總體性分析、資產(chǎn)流動(dòng)性分析、綜合效率分析、純技術(shù)效率分析、規(guī)模效率分析和超效率DEA模型分析。用風(fēng)險(xiǎn)度量指標(biāo)對(duì)分析結(jié)果進(jìn)行了驗(yàn)證,最終通過(guò)分析的結(jié)果提出DEA方法的優(yōu)勢(shì)和其中的不足之處并展望我國(guó)投資基金市場(chǎng)的未來(lái)發(fā)展。
[Abstract]:With the rapid development of the global economy and the growing financial market in China, the investment fund industry plays an extremely important role as one of the leading players. The influence in the whole financial market is increasing continuously. The specialized financial management investment idea has trained more and more specialized investment market participants: the market supervisor through the specialized performance appraisal method to find the insufficiency in the management. Investors use professional performance evaluation methods to find the right investment products. Fund managers use effective performance evaluation models to help them find weaknesses in their operations. Therefore, it has become the consistent goal of the whole market and an important tool for all market participants to construct an effective evaluation method for the performance of securities investment funds. Through the research of theoretical knowledge and the method of empirical analysis, this paper finds a scientific evaluation method of fund performance-data Envelopment Analysis (DEA). This paper is divided into five parts. Firstly, it introduces the research methods and significance of this paper, and introduces the research methods of fund evaluation at home and abroad. Secondly, it introduces the characteristics of securities investment funds. The classification and the development of investment funds in China are introduced, and the significance of performance evaluation of investment funds is expounded. Thirdly, the development of data envelopment analysis (DEA) model is introduced. Then the effective input and output decision parameters are selected according to the market environment analysis, and the final results are obtained by calculation. It includes total analysis, asset liquidity analysis, comprehensive efficiency analysis, pure technical efficiency analysis, scale efficiency analysis and super-efficiency DEA model analysis. Finally, the paper points out the advantages and disadvantages of DEA method and looks forward to the future development of China's investment fund market.
【學(xué)位授予單位】：大連海事大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F832.51;F224

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本文編號(hào)：1697305