1) Market Timing and Stock Selection
选时选股能力
4) 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。
5) 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。
6) 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
补充资料：选饭
选饭 选饭 名词。见宋若昂《胎产珍庆集》。即恶阻。详该条。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条