证券投资基金

基于GARCH模型的中国证券投资基金市场风险实证研究

A GARCH Model-based Empirical Study of VaR of China 's Securities Investment Fund

根据投资方向的不同，私募基金可以分为私募证券投资基金、私募股权投资基金（PE）、风险投资基金（VC）等等。

Depending on the investment direction , private placement fund can be divided into private securities investment fund , private equity fund ( PE ) . venture capital fund ( VC ) .

银河银泰理财分红证券投资基金更新招募说明书

Galaxy Yintai fiscal dividend securities investment funds to update placement prospectuses .

基于VaR的我国证券投资基金绩效评价方法

The Methods of Evaluating Securities Investment Funds Performance Based on VaR

用DEA对2002年度我国46只证券投资基金的相对绩效进行了评价。

The relative performances of 46 security funds in 2002 were also estimated through DEA .

最后探讨了在我国证券投资基金中实施VaR技术的模型的现实选择问题与推行VaR技术的内部激励机制和外部制度环境建设问题。

Lastly , the problems of which methods suit the situation of the security investment funds in china and the mechanism to push the technique are studied .

将Bayesian统计推断理论引入证券投资基金业绩评价过程，提出一种从投资者角度评价基金业绩的Bayesian方法。

The paper specially introduces the theory of Bayesian Statistical Inference into performance evaluation procedure for securities investment funds and proposes a Bayesian method of performance evaluation from an investor'perspective .

将VaR风险度量模型应用于证券投资基金绩效评估中，这种经风险调整后的绩效评估方法符合现代理论的要求，能更全面、有效的描述基金的真实收益。

This paper applies VaR models to evaluate performances , which conforms to the modern theories and can describe the real returns of the securities investment funds completely and validly .

相比证券投资基金，REIT投资应更注重对单个物业资产的评估。

Compared to securities fund , manager should pay more attention to analysis of individual assets .

相对于国内证券投资基金，QFⅡ具有更强的行业分析能力和广阔的国际化视野。

Relative to the domestic securities investment funds , QFII has stronger ability and broad industry analysts view .

本文研究表明：基于VaR的动态风险管理模型能有效地监控证券投资基金所面临的市场风险，动态风险管理能够创造价值。

The essay indicates that the dynamic risk management can create value and its model , based on VaR , can provide an effective control upon the risk of security investment foundation .

基于以上理论和实证分析，论文最后尝试构建了我国证券投资基金的VaR风险管理支持系统。

On the grounds of theory and empirical analysis , at last , the paper tries to establish a support system of VaR risk management , which is used by securities funds .

本文使用经典的LSV方法以及Wermers的扩展方法，对我国金融市场上以证券投资基金为代表的机构投资者交易行为进行了实证研究。

The author conducted empirical study on trading behaviour of institutional investors represented by mutual fund , applying the classical LSV and Wermers models .

本文通过引入收益择时因子改进了Busse的波动择时模型，并以此为工具从波动时变性的角度对我国证券投资基金的择时能力进行了实证研究。

In this paper , we introduce the return timing factor into Busse 's volatility timing model , and employ the model to investigate China 's investment funds .

本文主要利用国际上基金业绩归因中普遍采用的Brinson模型，首先对中国证券投资基金的业绩进行归因设计，并以德盛稳健基金2005年第一季度的数据为基础进行了实证研究。

This paper first designs the performance attribution of China 's investment funds mainly through the Brinson model , which is the most widely used internationally . And then the empirical analysis is conducted on the basis of some data about De Sheng Stable Fund .

证券投资基金是最典型的集合理财产品。

Securities investment fund is the most typical collective financing product .

我国证券投资基金业的市场结构行为绩效分析

Research on the Market Structure-Conduct-Performance of China 's Securities Investment Funds

证券投资基金羊群行为对股价波动性的影响

The Effect of Investment Funds ' Herding to Stock Price Volatility

证券投资基金业绩评价中的几个基本问题

Some Basic Questions on Performance Evaluation of the Securities Investment Funds

我国《证券投资基金法》规定：基金托管人负有保管和监督双重职责。

Security investment trust fund law regulates that the custodian should .

证券投资基金自诞生至今已逾百年。

Securities investment fund from birth until now already over hundred years .

浅析我国证券投资基金托管制度及其完善

On Chinese Securities Investment Fund Trust System and Its Improvement

论契约型证券投资基金持有人利益的法律保护

On the Legal Protection of Contract-type Securities Investment Fund Holders ' Interest

养老基金与证券投资基金的互动与双赢

The Interaction and Mutualism Between Pension Fund and Mutual Fund

目前证券投资基金业正以星火燎原之势蓬勃发展。

At present investment-security-fund industry is in rapid development stage .

我国证券投资基金择股能力分析

Analysis on Stock Selection Ability of Investment Funds in China

证券投资基金评价的理论与方法研究

The Study of Theory Bascs And Methods of Security Funds Performance Evaluation

证券投资基金内部人控制问题探讨

The Study on Insiders ' Control in Security Investment Fund

证券投资基金的委托-代理关系研究

The Research to Commission - Agency Relationship of the Security Investment Fund

应此有必要加强对证券投资基金的监管。

As such supervision of Security Investment Trust should be greatly strengthened .