摘要
本文利用马科维茨的风险-收益和VaR风险约束模型,对A股市场、传统金融市场以及新兴市场进行分析,解析QDII配置比例;本文认为,QDII基金应充分分散风险,主要投资于香港市场,此外,应加大新兴市场的投资力度,以能在一个合适的风险水平上取得高回报。
This text is not only analyze the A-share market, the traditional financial markets and emerging markets, but also analyze the allocation ratio of QDII with the Markowitz riskincome and risk VaR model of restraint. The fund of QDII should fully spread the risks and invest most in Hong Kong market. Otherwise, the investor should increase investment in emerging markets to get a higher income at a fix risk-level.
