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ID:32242076
大小:2.42 MB
页数:59页
时间:2019-02-02
《我国开放式投资基金投资风格的的研究》由会员上传分享,免费在线阅读,更多相关内容在学术论文-天天文库。
1、山东大学硕士学位论文示出我国开放式基金投资风格存在的问题。本文最后多个方面分析存在问题及原因,并在此基础上,提出了相应的对策建议。关键词:开放式基金;晨星风格箱;RBS分析法;风格雷同II、捌角N山东大学硕士学位论文ABSTRACTSincetheexecutionof‘'temporarymethodofadministratingsecurityfunds”in1997.11,oursecurityfundshadgotrapiddevelopment,hadobtainedtheexcellentresult
2、inshorttime.Sincethe1990’S,thecompetitionoffundindustrypromotedthefunddifferentstrategy,andthedifferentstrategyhadformedthefundinvestmentstyle.Theresearchoninvestmentstylenotonlysatisfiesthedemandoftheincome·riskcombinationfordifferentinvestorbutalsostabilizec
3、apitalmarke.Basedonsuchconsideration,thisarticlepapermakesallempiricalanalysis011stockownershipdetaildatafundcompanyannouncedandfundneLsummarizesthequestionoffundstyle,thenanalyziesthereasonofquestion,andputsforwardthecorrespondingcountermeasureproposal.Open-e
4、ndFundshadmarkeditsinvestmentstyleatthebeginningofestablishment,thecharacteristicoftheopenstylefundisfreeinpurseandredeem,whichmakesopenstylefundmanagerfacingthepressureof”redeemedthefund”,Thus,Theyprefertheshortlineoperationintheinvestmentdecision—makingproce
5、ssandcutfrequentlyinvestmentprofoliowhichcausesthephenomenonmoreprominent.ThedomesticrelatedresearchinOEMFislittle.Theresearchtotheopenstyleinvestmentfundinthisarticlemakesuptheinsufficiencyofdomesticliteratureandmakesthefundstyleresearchsystemmoreperfect.Ther
6、earemanykindsexaminatingmethodinthefundinvestmentstyle,ThisarticlerisemomingstarstyleboxandSharpincomeanalyticmethodwhicharequitematureintheinternationaltoexamineourcountryopenstylefundinvestmentstyle.Thisarticleselected32openstyleinvestment如ndwhichsetupbefore
7、2004inthesampleselectionaspect.methodthepaperselected7kindofstyleindexasanalysisfactorintheSharpincomeanalytic(1argevalueindex,largegrowthindex,centraldiskvalueindex,diskgrewindex,smalldishvalueindex,smalldishgrowthindex,centerletternatiooaldebtindex);Meanwhil
8、edividesnlemintothreesectorsnamely2004、2005and2006,thenanalyzingthemthestatisticalcharacteristicandllItJI东大学硕士学位论文Imultipleregressionanalysis,Empiricalresultsreflectedthatdirection
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