| 资产配置策略与基金系QDII收益分析 |
| |
| 引用本文： | 吴锴. 资产配置策略与基金系QDII收益分析[J]. 海南金融, 2008, 0(10): 46-50 |
| |
| 作者姓名： | 吴锴 |
| |
| 作者单位： | 哈尔滨工程大学经济管理学院,黑龙江,哈尔滨,150001 |
| |
| 摘 要： | 本文从前十大重仓股占比、股票集中度、行业集中度、投资区域集中度、夏普指数等指标研究基金系QDII资产配置策略与其收益的关系。统计数据结果表明，过于集中的资产配置对QDII基金收益产生了负效应。同时，QDII基金在成立时机选择、资产配置和外汇投资战略上都欠妥当。由此可见，对于QDII产品而言，资产组合的构建需要符合分散国内系统性风险的原则，否则不会使QDII这种外汇投资基金具有特殊的优势。
|
| 关 键 词： | 海资产配置 基金系 QDII 收益 |
Analysis on Assets Arrangement and Return of QDII Affiliated With Funds |
| |
| WU Kai. Analysis on Assets Arrangement and Return of QDII Affiliated With Funds[J]. Hainan Finance, 2008, 0(10): 46-50 |
| |
| Authors: | WU Kai |
| |
| Affiliation: | WU Kai (School of Economics and Management, Harbin Engineering University, Harbin, Heilongjiang Province,150001 ) |
| |
| Abstract: | This paper studies the relation between asset allocation and gains of QDII funds by means of setting up ratios like stock concentration,industrial concentration,regional investment concentration and Sharps index.The statistical data show that too centralized asset allocation poses negative effect on gains of QDII funds.In addition,it is quite controversial about the timing of establishment of QDII funds,asset allocation and foreign exchange investment strategy.From this perspective it requires diversified asset distribution to minimize systematic risks,so that QDII funds can really have their unique advantages over domestic open funds. |
| |
| Keywords: | Asset Allocation QDII Funds Gains |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
