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- This paper analyses the effect of survivorship bias with 72 closed-end equity funds from 2000 to 2007. 本文选取2000-2007年期间的72只封闭式股票型基金来考察生存偏差对我国封闭式基金绩效及绩效持续性的影响。
- However, the unique features of Chinese funds, such as high comparability, relative simplicity and no survivorship bias, also provide many advantages for this paper. 不过,中国指数基金之间的可比性强、复杂程度较低等特点也为本文选题的开展提供了独特的优势。
- The results show that survivorship bias enhances the performance of close-ended funds hi China.Furthermore, survivorship bias magnifies the persistence of closed-end fund performance to some extent. 研究结果表明,忽略生存偏差效应会导致我国封闭式基金绩效的高估,且在一定程度上夸大了我国封闭式基金绩效的持续性。
- Keywords Mutual funds;Performance persistence;Survivorship bias;Stock momentum;Fund manager ability;Scan statistics;The longest run;Stochastic dominance; 证券投资基金;业绩持续性;生存偏差;股票惯性效应;基金经理才能;扫描统计量;最长链;随机占优;
- The committee is of a/has a conservative bias. 委员会有一种保守的偏见。
- He has a bias against Japanese products. 他讨厌日本的产品。
- Histories are often warped by bias. 历史常为偏见所曲解。
- Some people have a bias against foreigners. 有些人对外国人有偏见。
- Survivorship bias 生存偏差
- Her scientific bias showed itself in early childhood. 她在科学方面的倾向性在孩童时代就已显现出来。
- This material requires a bias cut. 这块布必需是对角剪裁。
- Freedom from passion, bias, or emotion; objectivity. 冷静,不偏不倚,不冲动; 客观
- The judge dispenses the law without bias. 这名法官执法公正无私。
- The lawyer made a tearful plea to bias the jury. 这名律师以哭诉影响陪审团的裁决。
- A large wooden ball weighted or slightly flattened so as to roll with a bias. 保龄球一种较重的轻度削平的大木球,以使球斜进滚动
- USD/CHF bias is positive in the short term. 美元/瑞郎偏见是积极的是在短期内。
- Age structure may also be represented by a survivorship curve. 存活曲线也可以反映年龄结构。
- GBP/USD short term bias is neutral. 英镑/美元短期偏见,是中性的。
- Develop a personalized cancer survivorship wellness plan. 为癌症患者提供个性化的康复饮食计划。
- His experiences bias him against businessmen. 他的经历使他对商人抱有偏见。