新兴市场共同基金:区域敞口与选股能力

Applied Financial Economics Letters Pub Date : 2008-01-01 DOI:10.1080/17446540701367477

Javier Rodríguez, J. Torrez

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引用次数: 3

摘要

本文对2001 ~ 2005年新兴市场共同基金的区域风险敞口和选股能力进行实证检验。这些基金样本显示出对亚洲市场的明显偏好，作为一个整体，它们的选股能力较差。当样本被划分为生存基金和非生存基金时，只有生存基金的子组表现出积极的选股能力。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Emerging markets mutual funds: regional exposure and stock selection ability

The regional exposure and stock-selection ability of emerging markets mutual funds is empirically examined during the 2001 to 2005 time period. This sample of funds shows a clear preference towards the Asian markets and as a group show evidence of poor stock-selection ability. When the sample is partitioned between surviving and nonsurviving funds, only the subgroup of surviving funds show evidence of positive stock-selection ability.

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来源期刊

Applied Financial Economics Letters

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