1) market timing ability
择时能力
1.
The Research on the Market Timing Ability of Chinese Mutual Funds;
我国证券投资基金择时能力实证研究
2.
Our paper tests recent market timing ability and security selection ability of open-end mutual funds in China.
建立了投资收益Rp与择时系数γ值的函数关系Rp=f(γ),得到不同择时能力系数γ对应的投资收益率Rp。
3) market timing
择时能力
1.
This paper constituted a new sort of T-M model and H-M model,and found out that fund manager adjustment does not improve securities selection and market timing of funds in Chinese stock market.
通过构建修正的T-M模型和H-M模型并进行事件研究实证表明,在中国证券市场上基金经理调整未显著提高基金择股能力和择时能力,从而基金经理调整对基金绩效并没有显著改善。
2.
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.
选取2003年前发行的15只开放式基金的周数据作为样本,在T-M模型和H-M模型的基础上加入GARCH效应来分析基于时变的我国开放式基金的选股和择时能力,以求对这两种能力更精确的评估。
3.
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。
4) Market-Timing
择时能力
1.
The securities-selectivity ability and market-timing ability of fund managers is the source of excess return of funds.
基金经理的选股能力和择时能力是基金超额收益的源泉,本文试图评价我国基金的选股能力和择时能力,为投资者投资基金提供一定的参考。
5) Market Timing and Security Selectivity
择时与择股能力
6) market timing ability
市场择时能力
补充资料：择时
【择时】
（术语）修真言法，选其法相应之时日也。
（术语）修真言法，选其法相应之时日也。
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