α i , t

R m t R f t

调整后R2

绿色证券投资基金(1)

−0.0004

0.9452***

0.7250

(−0.2348)

(9.1356)

传统基金(2)

−0.0003

0.8548***

0.6890

(−0.2339)

(8.7795)

(1)~(2)

−0.0001

0.0904***

0.6560

(−0.0193)

(16.1428)