债基基金经理择时能力的持续性研究

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1、硕士学位论文债基基金经理择时能力的持续性研究RESEARCHONPERSISTENCEINMARKETTIMINGABILITYOFBONDFUNDMANAGERS作者：范阳君导师：朱宁教授上海交通大学上海高级金融学院二○一三年五月ResearchonPersistenceinMarketTimingAbilityofBondFundManagersByFanYangjunUndertheSupervisionofProfessorZhuNingSubmittedinPartialFulfillmentoftheRequirementsFortheDegreeofMas

2、terinFinanceShanghaiAdvancedInstituteofFinanceShanghaiJiaotongUniversityMay2013ContentsAbstract...................................................................................................................i摘要...........................................................................

3、.........................................ii1Introduction.........................................................................................................11.1BackgroundoftheStudy.........................................................................11.2StructureoftheThesis......

4、.......................................................................31.3SignificanceoftheStudy.........................................................................42LiteratureReview................................................................................................62.1

5、LiteratureonMarketTimingAbility........................................................62.2LiteratureonPersistenceinPerformanceofFunds.................................82.3LiteratureonPersistenceinMarketTimingAbility..............................122.4Summary...............................

6、.................................................................133Data...................................................................................................................153.1DataforStudyonShort-termPersistence..............................................153.2DataforStu

7、dyonMid-termPersistence................................................163.3DataforStudyonLong-termPersistence..............................................174MethodologyandRelativeModels...................................................................194.1OverallPerfor