摘要
本文简要介绍了保本基金的三种投资策略,并在此基础上对我国目前发行的五只保本基金的投资策略及资产配置原则进行了描述并作出评价。本文从理论上对各基金投资策略的有效性进行论证后,又通过数据对其保本效果进行了检验。利用图形与数据,比较了其价值增长线的有效性,基金净值变化的波动性.股票仓位变动的合理性,并通过各项指标,借助主成分分析法,对各基金在一定风险下的收益进行了比较。
Based on brief introduction of three types of principal-protected fund＇ s investment strategies, this paper describes the investment strategies and asset allocation principles of five principal-protected funds issued in China and made an evaluation. After theoretical analysis, we used data and graphs to demonstrate the protection effectiveness, the rationality of position variation of stocks and the volatility of the funds. For each fund, this paper also makes a comparison on the yields under certain risks by applying principal component analysis.
出处
《南方金融》
北大核心
2008年第3期52-56,共5页
South China Finance
