Dissertation > Excellent graduate degree dissertation topics show

Ail Empirical Study of the Risk Changes in the Law of Portfolio Scale in the Stock Market of China and the United State

Author: WangHuiLi
Tutor: ZhangPeng
School: Wuhan University of Science and Technology
Course: Management Science and Engineering
Keywords: Size of the portfolio composition of risk Systemic risk Methods of Portfolio Empirical Research
CLC:
Type: Master's thesis
Year: 2013
Downloads: 25
Quote: 0
Read: Download Dissertation

Abstract


With the rapid development of technology and the formation of economic globalization, ithas become inevitable that more and more investors are trying to reduce risk throughcross-border Stock Market. However, it is difficult to measure the effect that how thiscross-border portfolio investment reduce the risk. The cross-border investment involves manyfactors and changing the scale of investment is the most direct and simple way. With the increaseof the scale of investment, the investment management fees also increased, which is vital toknow the appropriate scale of investment to make the most favorable investment. And the basicrequirements of the rational investors are mastering the scale of investment, the change of theinvestment ratio and the change laws of the risk. Therefore, it is a vital problem to study the riskchange laws with the increase of investment scale for researchers.The paper has calculated the portfolio yield and portfolio risk under the different sizes ofthe Sino-US stocks using a simple same weigh combination method by choosing40well-performance, industry-wide stocks of three years as the data, respectively. Then, theregression model is achieved according to the combination size and risk regression analysis tocalculate their system risk and non-systematic risk. By comparative analysis, the author putforward the appropriate investment scale in China’s stock market and the U.S. stock market andintroduces the suggestions for China’s stock market according to the index analysis. Base onthose results, the paper calculates the yield and the risk of portfolio under different scale bychoosing20stocks as a combination in China and the United States stock market and gets theportfolio scale regression model with the combination size and risk regression analysis.Meanwhile, the Markowitz investment theory with tedious calculations but high accuracy is usedto calculate the portfolio systematic risk and unsystematic risk and the appropriate scale ofportfolio investment is proposed through using related indicators to analyze the market. Finally,the paper draws the conclusion that the Sino-US portfolio can reduce systemic risk and increaserevenue and also can reduce the system risk to a certain extent.There are some limitations in depth and breadth of the study, but it is a useful explorationand positive attempt to guide the cross-border stock market investment.

Related Dissertations

  1. The Empirical Study on Private Placements and Corporate Long-run Performance in Chinese Listed Companies,F224
  2. Investigation on the Application of Statistical Methods in Foreign Language Testing in China,H319
  3. Empirical Research on Preventing Financial Fraud Based on Corporate Governance,F275
  4. The Value-Added Model Structuring and Empirical Research on the Universities’ Knowledge Transfer,G640
  5. Research on Structuring the Talent Developing System in New Energy Industry,C964.2
  6. Research on the Cash Dividend Policy of Chinese Listed Company,F224
  7. An Empirical Research of the Affecting Elements in High-techenterprise Employee Performance Management,F276.44;F224
  8. Research on Innovative City Construction in SuZhou,F224
  9. China’s Commercial Bank’s International Competitiveness Empirical Research,F224
  10. The Emprical Study on the Effect of China’s Environment Policy on Firms’ Environmental Innovation Performance,X322;F224
  11. The Effect Factors of Perception of Price Fairness in Services Context,F224
  12. An Empirical Analysis of Qingdao, the growth of fixed asset investment and economic relations,F127;F224
  13. The Influence of the Corporate Governance Structure to the Internal Control Effectiveness,F276.6
  14. An Empirical Research on Cooperative Chinese Language Learning Program Take Daejin University’s Suzhou Branch Campus,H195
  15. An Empirical Study on the Effect of Developing Private Brand on Channel Power between Retailer and Supplier,F273.2;F224
  16. Study on the Ownership Structure and Corporate Governance Relations of Listed Companies in China,F832.51;F224
  17. An Empirical Research on the Relationship between R&D Expenditure and Corporation Performance,F273.1;F272
  18. Teaching College English Listening Film empirical research,H319
  19. BOT project selection criteria of franchisees,F224
  20. Productive interaction between services and manufacturing Empirical Study,F424;F224
  21. Clusters of SMEs Collaborative Innovation Factors Affecting,F224

CLC: >
© 2012 www.DissertationTopic.Net  Mobile