碩士 / 輔仁大學 / 資訊管理學系 / 101 / This research using genetic algorithm, combined global economic index, and fund performance indicator and risk indicator,and then with two stage of selection criteria (AE value and the offshore Fund remuneration rate), construction offshore fund selection and evaluation model; expected to assist investors or professional fund managers in making good and rational offshore fund investment decision, and hope through experimental results, discussion global economic index and offshore fund performance whether exists association.Can investors through the ups and downs of global economic performance index to determine the investment if the current global economic environment conducive to investments in offshore funds.
The results show that the designed offshore fund selection and evaluation model, whether it is a comprehensive type of fund selection or a single type of fund selection, have good performance in the selection, professional fund managers according actual investment demand, flexibility in the use of the selection model generating initial investment advice, and then with their own professional accomplishment, design the ideal product for the offshore funds investment strategy.From the analysis of if the selected fund returns trends and global economic index change trends exists consistency or not,that can be found the S&P500 index and the MSCI World Index can be used as benchmark in investing in equity funds and bond funds,there are no direct relevance between CRB and BDI index and the performance of the offshore fund returns.
| Identifer | oai:union.ndltd.org:TW/101FJU00396044 |
| Date | January 2013 |
| Creators | Pei Lin Chou, 周倍琳 |
| Contributors | 林文修 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 85 |
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