|Title||The Risk Management Evade of the Portfolio Method Research and Substantial Evidence Analysis on Chinese Open-end Funds|
【Abstract】 China’s fund industry took root in the early 1990s and burgeoned in 1998, when China began standardizing the development of the securities investment fund industry.Ever since 1990s, China fund industry is increasing its importance at building the belief of rational investment, guiding the development of well-ordered market, and playing active investors of listed companies.The Chinese Open-end funds with its short 5 years of experience, has achieved outstanding performance. We can clearly see that ahead of us lie many new opportunities for growth and optimistic and fruitful prospects for strong development. However, the Chinese fund industry is simultaneously facing pressure and multiple challenges that it cannot ignore. The Pressure and Competition will continue to drive the industry, encouraging the multiplication of products, investment management, sales services and other fields where innovation is key, as well as the development of corporate governance, risk management and the expertise of the industry. The Chinese fund industry will continue on its track towards a fruitful and exciting future.China’s fund management industry witnessed a rapid growth of its assets under management (AUM) exceeding RMB 300 billion Yuan in 2004, and representing wide-ranging product lines which today include equity funds, bond funds, hybrid funds, capital guaranteed funds, index funds, money market funds and others.Held in comparison with mature markets, the Chinese fund industry still has much development to undertake and has a wide and extensive space in which to grow.Measure to the classification and formation mechanism of risk , risk of the evaluation, risk of evadable made the treatise.1、 Quoting the related theories and models on combination investments. The property that includes Makowitz of portfolio theory (Portfolio Theory), Capital Asset Pricing Model (CAPM), Abitrage Pricing Theory model(APT), Efficient MarketHypothesis (EMH)O2, To introduce Jensen Index, Treynor Index, Sharpe Index that the risk of the combination measure and especially the index number of VaR(Value at Risk) ?3, Made use of to statistics the relativity to study same department the fund manages different funds of the company.. The opposite concentration holds to have the high growth and have the property of realistic profits repay is realistic choice that evades the fund portfolio risko4, The fund property installs the visual field to want to carry on within the scope of the fund manages the company, limit at a foundation to make property install match with opportune moment noto The perfect fund product line, strengthen to the conversion option between underneath fund of list price management is one of the path that lowers the mobility risko Strengthen the open-end fund sale outlet constructs, carrying on the difference to turn the marketing, is one of the methods that turns down the mobility risko5, The coefficient of 6 is a covariance quantity. It is a covariance that measures the stock or combine and according to of the index number to change the relation to estimate the value. The selection according to the index number differently, coefficient dissimilarity of 8. Combine the expressional system risk dissimilarity towards according to the different index number system, namely. The establishment of the index number system of science is a foundation that carries on the system risk management.
|Subject||Capital Market, Open-end funds, risk and management,|
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