碩士 / 大葉大學 / 會計資訊學系碩士班 / 93 / Japan is an important industry country,but Japan fund is single country fund,need to accept risk.first,we analyze all sample fund correlation coefficient,use Markowitz investment combination theory and Quadratic Programming method to request and Japan fund to agree with investment combination and investment ratio,This study have more conclusion:
1.In return ratio,no clear change;in risk, Templeton Developing Markets Trust Fund continued two year risk lowest.
2.In all sample fund correlation coefficient, Japan fund with Templeton Developing Markets Trust Fund correlation coefficient lowest,to mean and the fund risk lowest.
3.In all sample country correlation coefficient,all sample country with Global Emerging Markets Fund correlation coefficient lowest.
So investment single country need to collocate Global Emerging Markets Fund, in effect to reduce risk.
4.In investment combination, Japan fund only included Parvest Japan quantity analysis fund in 2003, in 2004, only included GAM-Star Tokyo-Euro fund,because to incur China Macroeconomic Strategy,so no Japan fund included in 2003-2004.
| Identifer | oai:union.ndltd.org:TW/093DYU00736003 |
| Date | January 2005 |
| Creators | Yi-Jing Chen, 陳怡靜 |
| Contributors | Lai Wen-Kui, 賴文魁 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 170 |
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