我国环境保护基金绩效分析——对比其他社会责任投资基金和传统共同基金

发布时间：2018-03-18 03:34

本文选题：社会责任投资基金　切入点：绿色共同基金　出处：《当代经济管理》2017年11期 　论文类型：期刊论文

【摘要】：近年来,由于政府和公众对环境问题的日益关注,以环境保护为目的的投资机会增多,我国基金市场上的环保主题基金(即绿色共同基金)也得到投资者越来越多的关注。文章主要通过对比我国环境保护基金和其他社会责任投资基金、传统共同基金,研究绿色共同基金的投资绩效。基于CAPM理论和Fama-French三因素模型,发现在2015年至2016年期间,我国绿色共同基金的投资绩效与其他社会责任投资基金、传统共同基金的表现对比并无显著差异。
[Abstract]:In recent years, investment opportunities for environmental protection have increased as a result of increased government and public interest in environmental issues, The environmental protection theme funds (green mutual funds) in China's fund market have also attracted more and more attention from investors. This article mainly compares the environmental protection funds and other social responsibility investment funds, traditional mutual funds, in our country. This paper studies the investment performance of green mutual fund. Based on CAPM theory and Fama-French model, it is found that from 2015 to 2016, the investment performance of green mutual fund and other social responsibility investment funds in China were studied. There is no significant difference in the performance of traditional mutual funds.
【作者单位】：对外经济贸易大学;
【分类号】：F832.51;X324

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