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An Empirical Study on the Relatedness between Fund Style Drift of China's Open-End Funds and Fund Performance
Author(s): 
Pages: 29-35,46
Year: Issue:  1
Journal: JOURNAL OF FUJIAN INSTITUTE OF FINANCIAL ADMINISTRATORS

Keyword:  开放式基金风格漂移资金流波动基金业绩;
Abstract: 以中国开放式股票型和债券型基金为样本,通过对基金风格漂移程度的量化,检验基金风格漂移、资金流波动、基金规模及基金费率与基金业绩之间的关系,即可发现风格漂移的程度与基金的业绩呈正相关,但与资金流波动不相关;同时,基金规模与基金的业绩呈正相关,与费率呈负相关.
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