利用QDII基金进行全球化资产配置的可行性研究
发布时间：2018-11-19 12:37
【摘要】：QDII制度的开放，意味着全球的投资市场对国内投资者而言不再是可望而不可及，国内投资者大可以乘风破浪去海外市场“淘金”。本文运用投资组合管理理论，结合海外基金公司发行的QDII产品，以MSCI指数作为投资基准，分析了利用QDII基金的全球化资产配置可行性，对提高投资者的投资绩效与风险防范水平具有较强的实践意义。论文懫用定性分析与定量分析相结合，既从研究角度说明了配置海外资产的必要性，也利用QDII基金构建投资组合从实际业绩表现角度展现了资产配置的优势。在论文结构上，本文首先介绍了QDII在我国的发展历程以及海内外QDII基金产品；然后对利用QDII基金是否能为中国的个人投资者构建更好的资产配置进行了研宄；最后对于海外投资过程中可能面临的风险进行了揭露。
[Abstract]:The opening of the QDII system means that the global investment market is no longer out of reach for domestic investors, who can take advantage of the storm to "go for gold" in overseas markets. Based on the theory of portfolio management and the QDII products issued by overseas fund companies, this paper analyzes the feasibility of global asset allocation using QDII fund, taking MSCI index as the investment benchmark. It is of great practical significance to improve the investment performance and risk prevention level of investors. Combining qualitative analysis with quantitative analysis, this paper not only explains the necessity of allocating overseas assets from the point of view of research, but also shows the advantages of asset allocation from the angle of actual performance by using QDII fund to construct investment portfolio. In the structure of the thesis, this paper first introduces the development of QDII in China and the products of QDII funds at home and abroad, then studies whether the use of QDII funds can build a better asset allocation for individual investors in China. Finally, the risks that may be faced in the process of overseas investment are exposed.
【学位授予单位】：上海交通大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.51
本文编号：2342332
[Abstract]:The opening of the QDII system means that the global investment market is no longer out of reach for domestic investors, who can take advantage of the storm to "go for gold" in overseas markets. Based on the theory of portfolio management and the QDII products issued by overseas fund companies, this paper analyzes the feasibility of global asset allocation using QDII fund, taking MSCI index as the investment benchmark. It is of great practical significance to improve the investment performance and risk prevention level of investors. Combining qualitative analysis with quantitative analysis, this paper not only explains the necessity of allocating overseas assets from the point of view of research, but also shows the advantages of asset allocation from the angle of actual performance by using QDII fund to construct investment portfolio. In the structure of the thesis, this paper first introduces the development of QDII in China and the products of QDII funds at home and abroad, then studies whether the use of QDII funds can build a better asset allocation for individual investors in China. Finally, the risks that may be faced in the process of overseas investment are exposed.
【学位授予单位】：上海交通大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.51
【参考文献】
相关期刊论文 前2条
1 聂民;国际资产组合投资的收益与风险分析[J];国际金融研究;1994年08期
2 陈小新;陈伟忠;;中国股市与国际主要市场相关性的行业特征分析[J];上海金融;2007年02期
，本文编号：2342332
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