广西睿添富资产管理有限公司投资策略研究-工商管理专业论文.docxVIP

THE THE RESERCH OF THE RTF CAP l TAL’S I NVESTMENT STRATEGY ABSTRACT After the”Trust Law”in 2004，Our private funds started to operate sunnny．The establishment of sunshine private funds means the age that private equity investment funds become more transparent and standard．Sunshine private fund which is a special investment is short for private sun securities investment trust funds set plan and it’S unlike our underground private，private funds and public offering funds．RTF capital company which is the biggest private fund company made great performance in Guangxi since it found．The research of RTF company for the purpose of explore the investment strategies of private funds and deeply discuss on how to invest and control risk based on the investment strategies．In this paper，we studied RTF company’S investment strategies and corporate governance policies and incentives． This paper first describes the general investment strategy and the strategy of sunshine privat funds，then studies investment strategy and Management of RTF company，and the research shows that RTF funds can obtain the excess retum on investment that is inseparable from comprehensive use of various investment strategies，strict risk control inseparable．But there are limits on the information resources，information asymmetry，the proportion of inconsistent positions and other issues of RTF investment strategies．Finally，this paper proposes further suggestions to developing RTF company,there are：srengthen cooperation with different brokers；increase the proportion of other asset allocation；hedge liquidity risk by stock index futures． KEY WORDS： Sunshine Private Fund； Investment Strategy；Asset Management；Risk Control II 万方数据 目录摘要 目录 摘要 ．．I ABSTRACT ．．II 第一章绪论 ． ．1 1．1选题背景 ．．1 1．2研究目的和意义． ． ． ．． 3 1．2．1研究目的 ． 3 1．2．2研究意义 ．3 1．3研究内容和文章结构 ．4 1．3．1研究内容 ． 一 ．． ．．4 1．3．2文章结构 ．4 1．4论文创新 ．．5 第二章文献综述 ．6 2．1关于基金管理的研究 ．． ．．6 2．2关于投资策略的研究 ． 7 2．3关于基金投资能力的研究 8 2．3．1选股能力 ．8 2．3．2择时能力 10 2．4关于基金业绩持续性的研究 11 2．5研究述评 ．13 第三章睿