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The Analysis of Open-end Fund’s Overall Performance and Performance’ Sustainnability of China

Author: QiZhiGuo
Tutor: HuangChunGuo
School: Southwestern University of Finance and Economics
Course: Finance
Keywords: Securities investment fund Fund performance Fund performance’s sustainability
CLC: F832.51
Type: Master's thesis
Year: 2009
Downloads: 126
Quote: 0
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Abstract


This paper is the use of "Fama-French three-factor model" for China’s open-end fund’s overall performance’ evaluation, in conjunction with the idea of group-iteration to explore whether the Fund’s performance have sustainability The Fund’s performance for evaluation, we mainly refer to whether the Fund’s performance is more than the market average earnings. the current performance of the Fund’s model can be broadly divided into single-factor model; multi-factor model; as well as the model of the ability to grasp the opportunity And so on. Because multi-factor model introduce more factor to explain the fund’s performance , so it improve the accuracy of measurement , so this article will select the Fama-French "three-factor model" as the tool of fund performance evaluation.Fund performance for the sustainability is to test the fund’s performance in different periods of performance, good performance early in the next issue of whether the fund has performed better, and the fund’s poor performance early in the next issue of whether the performance Not good. This article will adapt the measure of group-iteration to explore whether the Fund’s performance have sustainabilityThe empirical analysis shows China’s securities investment fund’s performance is more than the market average earnings. .Fund does not have good continuity, but the poor performance of the fund, with continuity. One of my article’s innovation is the research point of view. Article adapt a macro point of view combining with theoretical measure to evaluate the open-end fund’s overall performance.The second innovation is the methodology of testing the fund’s continuity.

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial market
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