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The Performance Difference Attribution of China’s Stock Open-end Fund Based on Assets Allocation

Author: LiXueJian
Tutor: ChenWenJuan
School: Guangdong University of Technology
Course: Business management
Keywords: Asset Allocation The open pianguxing Fund Performance causes Performance difference
CLC: F832.51
Type: Master's thesis
Year: 2011
Downloads: 27
Quote: 1
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Abstract


With the continued development of China's financial markets , securities investment funds more and more widespread concern in society , configuration management and performance evaluation of fund assets has become one of the hot topics of the present study . Currently , the fund performance measure to build the research and the comprehensive evaluation index system are common , the pros and cons but fund performance be measured only one aspect of the problem , people are more concerned about where the fund performance comes from ? Come the same type of fund performance differences ? fund performance and how to improve ? Fund Management how to get perfect ? Faced with this series of questions about , obviously , the asset allocation of the fund management and fund performance has a natural connection , then , the study of the management of asset allocation for the above problem a research perspective . The main purpose of this article is to reveal the different performance of the same type fund asset allocation whether there are significantly different , these different eventually led to differences in their performance in order to achieve the effect attributed fund performance difference from the point of view of asset allocation management . As a sample to the end of 2010 , more than five years of the establishment of open partial stock funds , the blue-chip fund underperformance fund asset allocation categories , subcategories asset allocation , specific securities to select three levels of assumptions , including , categories of asset allocation is mainly refers to the proportion of positions and the mobilization of stocks, bonds , cash and other differences , fine class of asset allocation is the industry's asset allocation differences , the choice of specific securities primarily differences in individual stock selection and election stock picking ability differences . By reference to previous research methods for configuration management and performance evaluation of the Fund's assets , according to the market from rising, falling , consolidation of three stages , respectively, related research and analysis and conclusions are drawn . The features of this study is to contribute by mining the differences in the same type of fund , the application of the relevant asset configuration management, performance evaluation , at the same time , help to deepen the understanding of the management theory of asset allocation , fund performance evaluation theory . The end of the article reveals the limitations of the actual asset allocation management , and provides related recommendations on how to improve the asset allocation capabilities .

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