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首页> 外文会议>International Conference on Electronic, Mechanical, Information and Management >Contrastive Analysis on Investment Ability of Sunshine Private Funds and Publicly Offered Funds Based on TM - FF4 Model
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Contrastive Analysis on Investment Ability of Sunshine Private Funds and Publicly Offered Funds Based on TM - FF4 Model

机译：基于TM - FF4模型的阳光私营资金投资能力对比分析及公开资金

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摘要

This article mainly uses the TM - FF4 model to compare the stock selection ability and market-timing ability of sunshine private funds with that of publicly offered founds. In practical analysis of 58 founds in 2015, we use the method of the bootstrap and probability of success respectively as auxiliary inspection. The result shows that sunshine private funds managers' timing ability is only marginally better than publicly offered funds managers', but their stock selection ability is much lower than that of the publicly offered funds managers.
机译：本文主要使用TM-FF4模型来比较阳光私人资金与公开提供的股票选择能力和市场时机能力。在2015年的58人发现的实际分析中，我们使用自动启动方法和成功概率作为辅助检查。结果表明，阳光私人资金管理人员的时机能力仅比公开提供的资金管理人员更好，但他们的股票选择能力远低于公开提供的资金经理。

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