我国开放式基金绩效评价模型的构建与应用的中期报告.docxVIP

我国开放式基金绩效评价模型的构建与应用的中期报告 摘要： 本论文旨在建立一种对中国开放式基金进行绩效评价的模型，并应用于实际数据。通过建立绩效评价指标体系，采用灰色关联分析和TOPSIS法等多种模型对基金进行评价。结果显示，TOPSIS法能够有效地评价基金绩效，根据TOPSIS法的评价结果，我们可以得出最优基金的投资组合方案。最后，实证研究表明，本文建立的绩效评价模型是有效可行的。 关键词：开放式基金；绩效评价；灰色关联分析；TOPSIS法；投资组合方案。 Abstract: This paper aims to establish a performance evaluation model for Chinese open-end funds and apply it to actual data. By establishing a performance evaluation index system, using gray correlation analysis and TOPSIS method and other models to evaluate funds. The results show that TOPSIS method can effectively evaluate fund performance. Based on the evaluation results of TOPSIS method, we can get the optimal fund investment portfolio plan. Finally, empirical research shows that the performance evaluation model established in this paper is effective and feasible. Keywords: open-end funds; performance evaluation; gray correlation analysis; TOPSIS method; investment portfolio plan.