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The Performance Evaluation System and Empirical Research of Securities Investment Funds

Author: ZhaoHongYan
Tutor: LongZiQuan
School: Wuhan University
Course: Management Science and Engineering
Keywords: Security investment funds Performance evaluation system Empirical study Factor analysis Clustering
CLC: F832.51
Type: Master's thesis
Year: 2005
Downloads: 312
Quote: 1
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Abstract


With the continuous establishment of new funds and the super development of funds industry in our country, properly inspecting, analyzing and evaluating funds performance is becoming more and more important. Under the background, the paper tries to discuss performance evaluation system of Chinese security investment funds. On the basis of the ways of performance evaluation in the developed countries, we hope to sump up some characteristics of Chinese funds and give some useful references to the relevant investors, supervisors, asset management companies and the development of funds industry.The paper is arranged as the following:The first chapter briefly introduces the general situation of funds, including the history of the funds development, characters, sort as well as relevant rules. The second chapter reviews the mainly literature and ways about the performance evaluation of funds, including overseas and domestic studies. The third chapter basically describes the theoretic basis of the performance evaluation of the funds: PORTFOLIO, CAPM, EMH. The fourth paper defines several single factor model for the performance evaluation of the funds, and then brings forward two multi-factor model for the performance evaluation of the funds. The fifth chapter adopts factor analysis model to make an empirical study. The sixth chapter tables some proposals on the relevant rules of the performance of Chinese funds.

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