学科分类
/ 1
1 个结果
  • 简介:Theprogressofperformancedynamicevaluationtheoryformutualfundfromdifferentpointsissummarized.Thetheoriesincludeconditionalperformanceevaluationmodel,stochasticdiscountfactorsmodel,dynamicselectingandtimingability,portfoliochangemeasureandsoon.Meanwhile,thispaperalsosummarizedtheprogressofPerformancePersistenceandSurvlvorshlpBias.Thentheanalysisofthedevelopmenttendencyfortheperformanceevaluationofportfolioismade.

  • 标签: 共同基金 性能赋值 证券管理 资产管理