我國(guó)證券投資基金的理論研究與實(shí)證分析.pdf

1、東南大學(xué)碩士學(xué)位論文我國(guó)證券投資基金的理論研究與實(shí)證分析姓名：付英申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：技術(shù)經(jīng)濟(jì)與管理指導(dǎo)教師：李廉水2000.5.1生!!墜!!一————●——————_—_——_●————_—————_—————_—_^—●——————_——————————_————一一ABSTRACTTheimportanceoffinanceiSenhancedinthedevelopmentofmodemeconomy’whichhasch

2、angedfromanadaptiveactortOapreclusiveactormthedevelopmentoteconomySecurityinvestmentfundiSakindoffmancialsysteminnovation，whichaddsnewcontentsandmotivestothestockmarketbyitscharacterofthecentralizationofinvestmentsharing

3、ofrevenueandriskThethesisstudiesthesecurityinvestmentfundofOUXcountrytheoreticallyandempiricallyupontheabovebackground，itiSnotonlytheoreticallyvaluablebutalSOmeaningfultogovernmentpolicyandtheoperationofsecurityinvestmen

4、tfundThethesisexplicatesthedevelopmentofsecurityinvestmentfundandtheexplorationofChinesesecuritymarket，pointsoutthattheproblemsoftheshortageofstandardofmarket’Souterenvironmenttheshortageofstrictsystemofinvestmentgroupan

5、dtheshortageofriskforewarningsystemareexistinourfundindustryBasedonthemodemcapitalmarkettheorythethesisanalysesthesecurityinvestmentfundbyusingthemarketefficiencyhypothesisandtheinvestmentportfoliotheoryinwhichthecharact

6、erofthetWOtheoryaredescribedandtheadaptabilityofthemareevaluatedThethesisanalysestheriskevaluationindex(B)emphaticallyandshowsthathowtoreducetheriskbytheadjustmentofinvestmentportfoliowhenthecoefficientiSfixedThethesisst

7、udiesthes仃ategyofChinesesecurityinvestmentfund，combinesthecommondevelopmentregularityofAmericanmutualfundindustrywithChinesepracticalsituationThethesisstudieshowtoleadoursecurityinvestmentfundtoahealthydevelopment，andpro

8、posessomewarrantiestotheconstitutionofthefunddevelopmentstrategybythegovernmentThethesisanalysesthenewfundsthatwereestablishedthefirsttimeandtwepresentativefundsthatwereestablishedthesecondtimeempiricalh，andtheanalysesar

9、ebasedonthemarketefficiencyhypothesisandinvestmentportfoliotheoryandcombinedwitllourcapitalmarketThloughthecomparisonofst)rlistandmodel，weilinstratethatinordertohelpthesecurityinvestmentfunddevelopsoundly，wemustcomplytot

10、hedevelopmentregularityofcapitalmarketencouragethefundtopursuitindividualizedinvestmentstyle，bringsatis知ingpaybacktoinvestorbysoundlyinvestmentdecisionandsustainthesecuritymarketahealthydevelopmentKeyWords：Securityinvest