共同基金評比與績效之實證研究

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Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/32327

Title:	共同基金評比與績效之實證研究
Other Titles:	An empirical study on the mutual fund performance and ratings
Authors:	劉婷文;Liu, Ting-wen
Contributors:	淡江大學保險學系保險經營碩士班繆震宇;Maio, Chen-yu
Keywords:	共同基金評比;基金績效;The Mutual Fund Ratings;Mutual Fund Performance
Date:	2007
Issue Date:	2010-01-11 01:59:36 (UTC+8)
Abstract:	共同基金近幾年來已成為國內投資人普遍投資之工具，而投資人如何在眾多基金中挑選其適合之基金更是一項重要之議題。在此問題下大多數投資人乃是利用專業基金評比機構作為其投資及選擇基金之標準。因此本研究主要利用2001年03月至2006年08月共65個月台灣經濟新報所提供之國內基金為研究對象，再利用本研究所使用之評比方法與四四三三法則所篩選出基金比較，探討本研究所使用之方式是否優於四四三三法則。從實證結果可得到下列幾點結論：(一)整體而言本研究所使用之方式優於四四三三法則(二)本研究所使用之方式於台灣股票科技類具有最佳之效果，其次為台灣股票中小型、台灣股票一般型及股票其他類。而國外投資地區之遠東與太平洋類則可作為參考標準。(三) 本文所使用之方法對於台灣股票上櫃型、台灣債券固定收益、台灣平衡型及全球股票之績效評估上相較於其他三種策略雖並無顯著較佳之效果。 Mutual fund is being viewed as the best investment tool for most investors here in Taiwan. Therefore, how to select funds that fit investors becomes a very important topic. Facing this issue, most investors select funds according to the ratings from the professional rating system. In this study, our empirical data are taken from TEJ in the period from March 2001 to August 2006, 65 months in total, and use the ratings which we adopt in this paper to compare with the results using the rule4433, and try to find out if the results here are better than the rule or not. The main conclusions are: (1) In the whole, the ratings we use here are better than the rule. (2)There are some siginificant effects on five types. (3)There are no siginificant effects on four types.
Appears in Collections:	[Graduate Institute & Department of Insurance Insurance] Thesis

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