Dissertation > Excellent graduate degree dissertation topics show

Assessment of performance analysis of China 's securities investment funds

Author: LiuZuoQing
Tutor: DingLi
School: Southwestern University of Finance and Economics
Course: Finance
Keywords: Security investment fund Ability of choosing opportunity Ability of choosing stock
CLC: F832.5
Type: Master's thesis
Year: 2006
Downloads: 265
Quote: 0
Read: Download Dissertation


As a new type of financial instrument characteristic of cooperative investment, experts’ operation, shared risk and common benefit, mutual funds have become an important investment instrument .With the development of our financial market, the volume of the mutual funds in our country increases gradually. By far, there has been forty-three mutual funds management corps, 204 mutual funds. So that it is really an urgent task to evaluate the funds’performance. At the same time, it should be noted that the method our market usually uses to evaluate different funds is far from enough. Under such circumstances, my dissertation is to study the mature theory and model in the foreign mutual funds evaluating market so that we can learn from some that are suitable to our market now.Using the investment return rate, the T -M model, the H -M model and the single factor evaluating model Sharpe index we evaluate the performance of the twenty-three mutual funds. And we come to the following conclusions: (1) Looked from the returns ratio target that, all funds achievement are better than the market datum combination’s in the sample time, but the funds overall achievement is inferior to interest rate; (2) After the modification of the risk factor, our mutual funds outguess the market; (3) There is not enough evidence that indicate that Chinese security investment funds have choosing ability in the market opportunity and choosing ability in the security. (4)The achievement in the past of the fund can not represent market manifestation in the future of the fund.This article innovation mainly has following several aspects:(1)Have established the overall target of a appraisal fund achievement and gone on the real example to analyze with the mathematics model,Having solved the inconsistency problem of appraising the result of many kinds of

Related Dissertations

  1. Legal Issues of securities investment fund managers misconduct,F832.51
  2. The Research on Performance Evaluation of Security Investment Funds,F224
  3. The Research on the Trading Behavior of Chinese Security Investment Funds Based on Momentum,F830.91
  4. Empirical Analysis of the Securities Investment Fund Performance Evaluation in reference selection and its impact,F832.51
  5. The Research on Movement and Risk Control for Security Investment Fund of China,F832.5
  6. An Empirical Study on the Performance of Chinese Security Investment Funds,F832.51
  7. Chinese fund management company's competitive strategy research,F832.39
  8. The Research on Stock-picking Ability of Funds from the Perspective of Earning Announcements Alpha,F832.51
  9. Research on the Influence on Chinese Financial System by the Development of Security Investment Fund,F832.51
  10. Research on Behavior of Chinese Security Investment Fund,F832.51
  11. The Study on the Asset Allocation of Security Investment Fund and Performance,F224
  12. The Theoretical and Empirical Research of the Performance of Appraisal about Security Investment Fund,F224
  13. The Empirical Research on Performance of Security Investment Fund in China,F832.51
  14. Research on the Supervision Validity of Security Investment Fund in China,F832.51
  15. Contractual Securities Investment Fund governance structure of legal research,D922.28
  16. Legal analysis of the internal governance structure of the securities investment fund,D912.28
  17. The Research and Empirical Analysis on Performance Evaluation of Our Country’s Closed-end Funds,F832.5
  18. Market Timing Ability of Securities Investment Fund,F832.5
  19. Study on the Net Value of Security Investment Fund and Its Influendce Factors in China,F832.5
  20. A Study on Security Investment Fund Governance in China,F832.5

CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial market
© 2012 www.DissertationTopic.Net  Mobile