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Author:

王勇茂 (王勇茂.) | 徐成贤 (徐成贤.) | 曹培慎 (曹培慎.)

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CSSCI-C CSSCI WF

Abstract:

在分析当前封闭式基金创新特点的基础上,运用满足一致性公理的高阶期望损失风险测度对创新型封闭式基金的风险特征进行度量,并与传统封闭式基金进行实例对比,结果发现创新型封闭式基金的波动风险明显低于传统封闭式基金,其间存在广义随机占优关系,这说明封闭式基金的创新方案确实改变了其风险特征,有助于解决折价率过高问题.

Keyword:

封闭式基金 期望损失 随机占优

Author Community:

  • [ 1 ] [王勇茂]西安交通大学
  • [ 2 ] [曹培慎]陕西师范大学
  • [ 3 ] [徐成贤]西安交通大学

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Source :

财贸研究

ISSN: 1001-6260

Year: 2009

Issue: 1

Page: 102-106

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 17

Affiliated Colleges:

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