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China Index Fund Performance Evaluation System

Posted on:2006-12-14Degree:MasterType:Thesis
Country:ChinaCandidate:A L MengFull Text:PDF
GTID:2206360152989369Subject:Statistics
Abstract/Summary:PDF Full Text Request
Indexfunds is a new kind of investment funds and of finance derivatives tools. It came into being and developed graduatly in 1970's. From the abroad practicing, the indexfunds have the advantages as follow:prevent investing risk, lower expenses on investment, simple and clear monitoring the investment, higher average profit and delaying tax.Furthermore.the growing and developing progress of the indexfunds on the world stock market could embody all those merits fullly.lf we expand the indexfunds.which will follow the trail of target index, in China, it could not only get the good earings.but also encourage our securities market to developing faster.ln order to get the anticipating profit,it become so important to evaluate the indexfund development and investment business achievement.Among the indexfunds and its concerning fields, not the academic community.but also the profession circles have probed into this field researching for a long time, and its analysis method and dimension have been more perfect.In China, it is less then ten years since the standard funds developed, so we are now on the stage of accumulate more and more experience, we still have a large room to develop it, however there are still more blank space left.This article reference aborad research results on this field, and use all this achievements to analyse our China indexfunds in our funds market.Making the method and model to get with China, and then establish the comprehensive evaluate model of China indexfund.Using this model to calculate and measure the profit and facing risk of indexfund.Furthermore, we construct a supposedly parameter model to research the secuities choosing ability and control ing of the market chance of funds managers in China from 2003 to 2004, which could provide a conclusion of one stage and reference suggestions for a further step study.
Keywords/Search Tags:Indexfunds, Tracking errors, evaluation of funds achievement
PDF Full Text Request
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