聚类分析在开放式基金绩效研究中的应用

聚类分析在基金绩效的研究方面有很大的挖掘空间．为研究基金的绩效，从基金的规模发展、收益如何及成长性3个层面进行了考察，选取了2008年1月到2．008年6月共24周的数据，其中任意选取30只基金，以其周收益率为基本数据计算并建立了6个指标．通过Q聚类分析方法，分析了这30只基金在整个股市大幅下跌的表现情况．以此来判断基金的绩效，来帮助投资者做出较为准确的投资．

Application of Cluster Analysis in the Performance of Open-end Funds

There is potential in the research of fund achievement by means of cluster analysis.The aspects including development,income and expanding of fund are inspected.The paper selects 30 funds randomly in 24 week-long data from January,2008 to a June,2008.Six targets are established and calculated based on the week returns ratio as the basic data.The performance of these 30 funds is analyzed in the situation which falls largely in the entire stock market.Judging the fund by the achievement may help the investors...