基金绩效评价首要带拥有以下几个方面的情节

作者:locoy 来源:原创 点击数: 发布时间:2019年03月16日

  骈旦父亲学 硕士学位论文 论我国证券投资基金绩效评价 姓名:李云 央寻求学位级佩:硕士 专业:财政学 指点教养员:胡庆康 20030510

  摘本文共拥有由五章结合。要第壹章比值先骈杂伸见了证券投资基金的根本概念、特点及其分类:接着论述 了以后在我国终止证券投资基金业绩终止评价的要紧性以及基金业绩评价的首要情节。第二章是证券投资基金绩效评价的即兴实基础篇;首要伸见了证券投资基金进款惠风险的权衡方法,注重剖析了投资基金风险的铰测;针对各种权衡方法的不 趾,基于我国本钱市场展开情景,提出产了投资基金风险铰测的优募化改革方法,如 基于行为金融学即兴实基础,伸入下侧风险铰测我国证券投资基金风险。第叁章论述了证券投资基金的即兴实基础:马科维茨的均值壹方差即兴实、因儿子模具、本钱资产官价模具以及套利官价即兴实。此雕刻些即兴实模具同时亦终止基金绩效评价的即兴实根据。第四章提出产确立我国证券投资基金评价体系,在讨论确立我国投资基金评价 体系的必要性和体系确立所应遵循的绳墨基础上,参照正西方的基金评价体系架构,初步设想了我国证券投资基金评价体系的框架结合。最末,文字伸见了证券投资基金的绩效评价方法,注重伸见以当代当世投资构成 即兴实为基础的经典的证券投资基金绩效评价方法,并剖析了各种评价模具之间的 联绕和优、缺隐,基于我国证券市场展开的客不清雅雄心,对就中壹些模具终止改革, 并就证券投资基金绩效评价提出产确立性设想。365体育:证券 分类号:F832.5基金绩效评价

  On the Performance Evaluation of Security Fund in ChinaAbstractThis academic thesis is composed of five chapters.In chapter one,afterabrief introduction of the relevant knowledge of securityfund suchasthe formal concept,characteristic and classification of China securityfund.the importance&necessity and main content of security funds performanceevaluation have been expounded in succession.Chapter two playsaroleasbuildingabase for mutual fund performanceevaluation.In this part,comprehensive methods of measuring the retum ratio and riskof security fundareintroduced,withanemphasisonmutual fund risk measuring.of somewhat imperfections,Inasmuchastraditional methods for risk measurementareimproved mutual fund risk measurement methodsstatus quoare setforth correspondingtotheof China capital market.asA series of mutual funds theory suchMean—Variance Model of Markowitz,Single-&Multi—Factor Model,Capital Asset Pricing Model(CAPM)and ArbitragePricingalsoModel(四isexpounded in chapter three.Those models mentioned aboveserve asthe theoretic base of security fundperformance evaluation.of China securityTo set up China security fund performance evaluation system is the main theme of chapter four.Envision of thestructureafundperformanceevaluation system has been made afterthorough discuss of the necessity of systembuilding—up and relevant principle needed to abide by in the building-up process.In the last chapter,various security fundasperformance evaluation methods,suchones,are settraditionalperformanceareevaluation methods and improvedforth.In themeantime,comparison of different methods and analysis of their respective strengthand weaknessmade.Based upon the development of China stock market,improved models together with innovative proposal for security funds evaluation have been advanced in the end of the thesis.performanceKeyWords:Security;Fund;PerformanceEvaluationClassification No.F832.5

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