碩士 / 大葉大學 / 國際企業管理學系碩士班 / 96 / This study used data on the one-year ─ Global REITs Funds and Offshore Mutual Funds two types of funds, as this study of samples, and all samples for the investment portfolio to identify the optimum combination of weight. The results hope give to investors and researchers have further study of the customs and thinking.
In the part of data analysis, this study to be carried out descriptive statistical analysis, after used Sharpe, Treynor, Jensen three performance indicators to assess the performance of the respective, and final used Markowitz of portfolio theory for portfolio analysis. The results divided into three parts, so that risk avoid, risk neutral, risk lovers may be against their own different needs and have different investment program can choose.
From the study, the diversification of the portfolio, the more value can reduce the risk for risk avoid who as an investment choice of the single investment portfolio, the higher risk, but relatively higher pay, more appropriate risk Lovers as their investment choices. Analysis of the results of this study will provide investors and further research have some contribution and reference.
| Identifer | oai:union.ndltd.org:TW/096DYU00321025 |
| Date | January 2008 |
| Creators | Li-Yu Dong, 董俐妤 |
| Contributors | Wen-Kui Lai, 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 | 65 |
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