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我国绿色证券投资基金的财务绩效与传统基金是否存在显著差异
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Abstract:
在全球对于可持续发展理念的重视不断加强的背景下，基于其理念所展开的各类投资规模正在快速增长。其中，绿色证券投资基金作为践行可持续发展理念的投资方式，得到了更多的关注。本文基于CAPM模型和Fama-French三因子模型，研究了我国绿色证券投资基金的财务绩效与传统基金之间是否存在显著差异，发现二者没有显著差异。
In the context of increasing global attention to the concept of sustainable development, the scale of various types of investment based on its concept is growing rapidly. Among them, green securities investment fund, as an investment way to practice the concept of sustainable development, has received more attention. Based on CAPM model and Fama-French three-factor model, this paper studies whether there is a significant difference between the financial performance of green securities investment funds and traditional funds in China, and finds that there is no significant difference between the two.
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