Review on the Progress for Mutual Fund Performance Dynamic Evaluation Theory
摘要
The progress of performance dynamic evaluation theory for mutual fund from different points is summarized. The theories include conditional performance evaluation model, stochastic discount factors model, dynamic selecting and timing ability, portfolio change measure and so on. Meanwhile, this paper also summarized the progress of Performance Persistence and Survlvorshlp Bias. Then the analysis of the development tendency for the performance evaluation of portfolio is made.
引用本文（GB/T 7714）
ZhongqiuZhao. Review on the Progress for Mutual Fund Performance Dynamic Evaluation Theory[J]. Acta Scientiarum Naturalium Universitatis Sunyatseni, 2004.
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