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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/74199

    Title: 選取債券型基金或基金組合之探討與分析
    Other Titles: Select bond funds or fund portfolio discussion and analysis
    Authors: 林智宏;Lin, Chih-Hung
    Contributors: 淡江大學管理科學研究所企業經營碩士在職專班
    倪衍森;Ni, Yen-Sen
    Keywords: 債券基金;投資組合;基金績效持續性;Bond Funds;portfolio;fund performance persistence
    Date: 2011
    Issue Date: 2011-12-28 18:15:15 (UTC+8)
    Abstract: 2008年以來的一波金融海嘯把自2002年以來的多頭時期,一次的打回原形,回想這幾年亞洲、新興市場、原物料皆漲了數倍之多,投資人在當時買什麼賺什麼的環境下,也慢慢了吹起了這次的大泡沫,現在危機過去了,但是美國聯邦利率還是維持在歷史低點,也代表黎明尚未到來,景氣尚在渾沌不明之狀態,此時更是投資人該審慎投資的時刻,避開隱含高度風險的金融商品,而債券型基金因風險相對於股票較為保守,所以更適合投資大眾作選擇,也因此債券型基金的選擇及投資組合也是一項極為重要的課題。
    Since 2008, a wave of financial tsunami since 2002 of the long period of time show their colors, recall the past few years in Asia, emerging markets, raw materials are up several times, investors earn nothing at the time what to buy environment, and slowly the blown this big bubble, and now the crisis has passed, but the U.S. federal funds rate was maintained at historic lows, also represents the dawn is yet to come, the economy is still in chaos status unknown at this time is investors to invest in the prudent time to avoid the hidden high-risk financial products, while bond funds because of the risk relative to stocks is more conservative, so more suitable for the investing public to make choices, and therefore the choice of bond funds and the portfolio is also a items is extremely important issue.

    The average investor than the familiar sound of the bonds can be divided into government bonds, government bonds, convertible bonds, complex debt, high yield bonds, emerging market bonds, emerging market bonds which, hybrid bonds, high-yield bond sales on the accounted for over 60% of all species, this study will focus on three types of bond funds in the traditional investors in the absence of bond funds for in-depth understanding of the situation, it is easy to fund past performance the best to choose, so although it does not matter right or wrong, but if it is just in the market to reverse, often up to the more funds down the force is also relatively deeper.

    The analysis by the results of this study, have the following key findings: This article found that the best investors to past performance bond for the investment targets, the three years of the following year, the average performance of 0.055437, but if it is the worst six-speed selection , then three years of the following year, the average performance of 0.086413, but rather in the past were not satisfactory performance of the fund is more excellent in the next three years, seems to prove that past performance does not represent future performance, is that if the investment fund in screening, just look at the Fund''s past performance, but beneath the risk of bias.
    Appears in Collections:[Department of Management Sciences] Thesis

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