基金系QDⅡ及其投资配置研究-金融学专业论文.docxVIP

武汉理I：人学硕十学何论文Abstract 武汉理I：人学硕十学何论文 Abstract This article elaborates the meaning and significance of QDII(Qualified Domestic Institutional Investors)，based on portfolio theory，capital market-opening theory and practce．Because of special status of the funding QDII in the QDII series，the research is about the proceeds and risk and makes theoretical analysis on how to allocating the QDII fund in global market from the from the perspective of fund companies． In this thesis，the first chapter of this article defines the QDII fund，elaborates on significance of the China’S QDII，summarizes status quo and displays the structure of the article．Further more，the article analyzes the practice and experience of enlightenment of Korea，Chile’S QDII，draws a parallel between the QDII of the department of the Fund，the Bank system，the Insurance，Brokerage and Trust，and descants on investors’favorite subject of funding QDII．The third chapter introducing the five funds and comparing the advantages and disadvantages between them， expounds on the significance of researching on funding QDII．The forth part connecting between the preceding and following chapters starts with the accreditation， supervision and access on the characteristics of the QDII fund，and that it does empirical analysis about the funding QDII status quo by doing a horizontal comparison on investment objectives，investment income and performance benchmark between six funding QDII issued before March 3 1，2008，and then describes what the current configuration of the unreasonable． The fifth chapter is the most important part of this article．The first part measures the market risk of China’S securities investment fund with VaR theory and model portfolio．It reveals the allocation composition of securities investment fund asset on introduction of the concept of VaR and empirical analysis on investment in overseas markets fund．The second part discusses。the optimal asset allocation model which meets VaR limitation of the securities