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International Conference on Engineering and Business Management (EBM 2010 PAPERBACK)

Chengdu,China,China,3.24-3.26,2010

ISBN: 978-1-935068-05-1 Scientific Research Publishing, USA

Paperback 6066pp Pub. Date: March 2010

Category: Engineering

Price: $280

Title: The Investment Style and Performance of China Open-end Fund ——Based on Gruber Model
Source: International Conference on Engineering and Business Management (EBM 2010 PAPERBACK) (pp 3754-3757)
Author(s): Peng LU, School of Business Administration, China University of Petroleum, Beijing, China, 102249
Wenqin XU, Shanghai Tunnel Engineering Co. LTD., Shanghai, China, 200082
Abstract: Abstract: Based on the Gruber Model and return rates on self-made style indexes, the investment styles of 16 open-end funds, which were founded before Dec.31, 2002, were identified. And the style-adjusted performance of these funds were calculated by multiple linear regressions, and compared with many risk-adjusted performance indicators. The study shows that the investment styles of open-end funds in China converge to similar style, despite of their announced investment style. In distinguishing fund performance, the results of Gruber model are close to those of risk-adjusted model.
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