投资配置集中度和基金业绩：基于中国市场的研究

《投资配置集中度和基金业绩：基于中国市场的研究》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、上海高级金融学院金融学硕士学位论文投资配置集中度和基金业绩：论文题目：基于中国市场的研究章楚楚姓名：1123809037学号：王坦指导教授：上海高级金融学院制表2014年4月30日万方数据硕士学位论文投资配置集中度和基金业绩：基于中国市场的研究CONCENTRATIONEFFECTONMUTUALFUNDPERFORMANCE:EVIDENCEFROMCHINESEMARKET作者：章楚楚导师：王坦教授上海交通大学上海高级金融学院二○一四年五月万方数据ConcentrationEffectonMutualFundPe

2、rformance:EvidencefromChineseMarketByZhangChuchuUndertheSupervisionofProfessorWangTanSubmittedinPartialFulfillmentoftheRequirementsFortheDegreeofMasterofFinanceShanghaiAdvancedInstituteofFinanceShanghaiJiaoTongUniversityMay2014万方数据万方数据万方数据ContentsAbstract......

3、........................................................................................................i摘要.................................................................................................................ii1.Introduction.........................

4、..........................................................................11.1Background..........................................................................................11.2MotivationandContribution......................................................

5、..........31.3ReviewofLiterature.............................................................................52.Data...............................................................................................................82.1Sampledescription.............

6、..................................................................82.2Industryclassification........................................................................102.3Variables...................................................................................

7、.........122.4Descriptivestatistics...........................................................................143.Empiricalstudy:Concentrationandperformance.........................................183.1Hypothesis.................................................

8、........................................183.2Model................................................................................................193.3Empiricalresult.......