1) recommendation ability
荐股能力
2) Selectivity
[英][silek'tiviti] [美][sə,lɛk'tɪvətɪ]
选股能力
1.
In this paper, we analyze open-end funds selectivity and market timing ability under volatility clustering , through adding GARCH(Generalized Auto-Regressive Conditional Heteroskedastic) model to T-M (Treynor and Mazuy) and H-M(Henriksson and Merton) models ,using the weekly returns of 15 open funds established before 2003.
实证结果表明,传统的T-M模型和H-M模型不仅高估了基金经理的选股能力,还高估了基金投资组合的系统风险。
2.
Using the Treynor-Mazuy model and Bhattacharya-Pfleiderer model, this paper presents an empirical examination of the selectivity and market timing performance of a sample of 22 Chinese securities investment funds.
应用Treynor—Mazuy模型和Bhattacharya—Pfleiderer模型对我国 2 2家证券投资基金的选股能力和择机能力进行实证研究。
3) stock selection ability
择股能力
1.
However,the holding-based methods have more power to identify the stock selection ability of funds,because they use more information than regression methods.
传统的回归型评价方法对评价基准有较强的依赖性,而基于持股数据的方法则因利用了较多的信息而对基金的择股能力有较强的识别力。
2.
On the basis of the necessity analysis for stock selection ability of investment funds, this paper analyzes the criteria and process of the research on the stock selection ability.
在分析证券投资基金择股能力必要性的基础上 ,分析了用于研究择股能力的指标和思路 ,指出研究的重点是动态分析各个时期基金中股票交易情况 ,从中全面考察基金管理人是否有真正的择股能力 ;并且 ,以 5只基金为样本 ,套用实际数据进行计算分析。
4) stock selection
选股能力
1.
We used several indicators such as compound return on net value, geometrical yield, sharp ratio, M2 value to evaluate the performance of the sample products, and also took an empirical study for the stock selection and market timing.
本文介绍了券商集合理财业务在国内的发展情况,并选取了2007年3月9日至2008年9月9日的八只券商集合理财计划产品作为研究对象,运用复合净值增长率,几何收益率,夏普比率,M2值多项指标对其业绩进行评估,然后采用国际上较为成熟的TM模型,HM模型及其扩展模型对其业绩影响因素主要是选股能力和择时能力进行实证分析。
5) Stock Selectivity
选股能力
1.
On Stock Selectivity of Chinese Close-end Funds;
PPW模型、GT整体检验对基金选股能力的再考察
6) selectivity ability
选股能力
1.
An Empirical Study on the Market-Timing and Selectivity Ability of Open-end Funds in China;
中国开放式基金择时选股能力实证研究
补充资料：重荐
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