頁籤選單縮合
題名 | 基金經理人選股擇時能力之研究=An Analysis of Fund Manager's Selectivity and Timing Abilities |
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作者 | 王麗梅; 林昆諒; 黃怡儒; Wang, Li-mei; Lin, Kun-liang; Huang, Yi-ru; |
期刊 | 致理學報 |
出版日期 | 20140700 |
卷期 | 34:商業與管理特刊 2014.07[民103.07] |
頁次 | 頁807-844 |
分類號 | 563.538 |
語文 | chi |
關鍵詞 | 基金經理人; 選股能力; 擇時能力; 基金績效評估; Fund managers; Selectivity ability; Timing ability; Fund performance evaluation; |
中文摘要 | 本研究以迴歸模型,分析國內20位基金經理人於1999至2011年期間操作開放型基金之績效。實證結果顯示少數基金經理人具有選股能力或擇時能力,而同時具備選股及擇時能力之基金經理人則無,此與既存研究之結論一致。 |
英文摘要 | This study aims to examine the selectivity and timing abilities of 20 fund managers who operated domestic mutual funds during the period between 1999 and 2011 by applying the regression model. The empirical results show that the minority fund managers who have selectivity or timing abilities, and find no managers who have the selectivity and timing abilities. It is consistent with the conclusions of existing studies. |
本系統之摘要資訊系依該期刊論文摘要之資訊為主。