├── 00参考资料 ├── CIPM R5.pdf ├── Campisi 2000.pdf ├── 中债-企业债总指数编制方案中文文档.pdf ├── 中债-信用债总指数编制方案中文文档.pdf ├── 中债-总指数编制方案中文文档.pdf ├── 中债-金融债券总指数编制方案中文文档.pdf ├── 中债债券收益率曲线和估值基本原则.pdf └── 中债指数通用方法论.pdf ├── 01模型程序 ├── Campisi.py ├── 主程序使用方法.docx ├── 债券指数数据 │ ├── 债券指数数据.docx │ ├── 债券指数数据.xlsx │ └── 债券指数数据Wind模板.eqs ├── 分季度结果 │ ├── 2017-09-30.xlsx │ ├── 2017-12-31.xlsx │ ├── 2018-03-31.xlsx │ ├── 2018-06-30.xlsx │ ├── 2018-09-30.xlsx │ ├── 2018-12-31.xlsx │ ├── 2019-03-31.xlsx │ ├── 2019-06-30.xlsx │ ├── 2019-09-30.xlsx │ ├── 2019-12-31.xlsx │ ├── 2020-03-31.xlsx │ ├── 2020-06-30.xlsx │ ├── 2020-09-30.xlsx │ └── 2020-12-31.xlsx └── 基金份额处理 │ ├── 基金份额处理.docx │ ├── 基金份额处理.py │ ├── 基金名单.xlsx │ └── 样本总体.xlsx ├── 02单期示例 └── Campisi算例.xlsm ├── 03多期统计 ├── 多期统计使用方法.docx ├── 归因分析结果数据.dta ├── 归因分析结果数据.xlsx ├── 择券效应优异稳定基金筛选结果.xlsx ├── 排名统计.py ├── 描述统计.xlsx └── 统计分析.do └── README.md /00参考资料/CIPM R5.pdf: -------------------------------------------------------------------------------- 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