【作者】 由游；

【导师】 沈巍；

【作者基本信息】 华北电力大学（北京） ， 技术经济及管理， 2004， 硕士

【摘要】 1998年3月，我国第一批封闭式证券投资基金：基金开元和基金金泰发起设立，证券投资基金正式启动，并得到了迅速发展，目前已经成为证券市场上的重要机构投资者之一。基金业绩评价研究是促进基金业健康发展的重要环节。而国内对此问题的研究还处于起步阶段。随着证券投资基金业的加速发展，相对滞后的基金业绩评价研究现状必然会制约它的进一步发展。因此，在我国建立一套完备的基金业绩评价体系具有非常重要的现实意义。 本文介绍了国外三大“经典”基金业绩评价模型，即夏普业绩指数、特雷诺业绩指数、以及詹森业绩指数，并在此基础上探索得出适合我国基金市场现状的业绩评价方法——加权指数法。最后根据上述方法对博时价值增长基金业绩进行实证研究。更多还原

【Abstract】 As the first group of closed funds in China, Kaiyuan fund and Jintai fund were established in March, 1998, announcing the officially inauguration of securities funds. Securities funds have been developing rapidly since then and have become one of the most important institutional investors in securities market now. The fund performance evaluation plays an important role in promoting healthy development of fund. However, the study on this subject in China is still in its elementary phase. With the accelerative development of securities funds, our relatively laggard fund performance evaluation research will definitely hamper the further development of funds market. So it is of important practical sense to establish an integrated fund performance measurement system.This article introduces three foreign "classical" fund performance measurement models, including Sharp ratio, Treynor ratio and Jensen index. Based on that, it manages to explore the evaluation method which is suitable for current Chinese funds market situation, that is Weighted Index . Lastly, this article makes an empirical analysis on Boshi value growth fund using the above method.youyou (technological economy and management) directed by associate prof, shenwei更多还原