The regression of , and RTN, Jensen index reports a significantly negative relation between fund size and fund return and a significantly positive relation between fund size and the total risk.

  • 在此基础上,通过关于、与、指数的回归模型分析发现:基金管理费规模与投资组合风险显著正相关,与基金收益显著负相关。
目录 查词历史