碩士 / 大葉大學 / 管理學院碩士在職專班 / 98 / In this study, offshore Gold Funds and Hi-Tech Funds for three-year day of data, depending on the value of the average return rate and the Sharpe index selected two samples of funds, investment portfolio analysis and comparison, hoping to provide in-vestors offshore gold funds and hi-tech funds portfolios of options, and provide fol-low-up researchers to conduct relevant studies.
When selecting two groups of samples of the Funds, first of all to Treynor, Sharpe and Jensen performance measure of these three kinds of performance evaluation, further samples of inter-fund's correlation coefficient analysis, in order to confirm the extent of inter-fund related to each other, the end, matlab software investment portfolio analysis, providing investors with different risk property investment portfolio in the reference.
The results showed that the main weight of the portfolio concentrated in the off-shore hi-tech funds, while the share of the weight of gold funds lower; 3-4 funds com-posed of the optimal portfolio, suitable for a low investment risk tolerance, while the more single-oriented portfolio, is getting a higher pay, also need to bear the higher risk only for a high degree of risk tolerance of investors.
| Identifer | oai:union.ndltd.org:TW/098DYU01121070 |
| Date | January 2010 |
| Creators | Tung-Yi, Chiang, 蔣東益 |
| 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 | 84 |
Page generated in 0.0058 seconds