【摘要】：QDII制度的開放，意味著全球的投資市場對國內(nèi)投資者而言不再是可望而不可及，國內(nèi)投資者大可以乘風(fēng)破浪去海外市場“淘金”。本文運用投資組合管理理論，結(jié)合海外基金公司發(fā)行的QDII產(chǎn)品，以MSCI指數(shù)作為投資基準(zhǔn)，分析了利用QDII基金的全球化資產(chǎn)配置可行性，對提高投資者的投資績效與風(fēng)險防范水平具有較強的實踐意義。論文懫用定性分析與定量分析相結(jié)合，既從研究角度說明了配置海外資產(chǎn)的必要性，也利用QDII基金構(gòu)建投資組合從實際業(yè)績表現(xiàn)角度展現(xiàn)了資產(chǎn)配置的優(yōu)勢。在論文結(jié)構(gòu)上，本文首先介紹了QDII在我國的發(fā)展歷程以及海內(nèi)外QDII基金產(chǎn)品；然后對利用QDII基金是否能為中國的個人投資者構(gòu)建更好的資產(chǎn)配置進(jìn)行了研宄；最后對于海外投資過程中可能面臨的風(fēng)險進(jìn)行了揭露。
[Abstract]:The opening of the QDII system means that the global investment market is no longer out of reach for domestic investors, who can take advantage of the storm to "go for gold" in overseas markets. Based on the theory of portfolio management and the QDII products issued by overseas fund companies, this paper analyzes the feasibility of global asset allocation using QDII fund, taking MSCI index as the investment benchmark. It is of great practical significance to improve the investment performance and risk prevention level of investors. Combining qualitative analysis with quantitative analysis, this paper not only explains the necessity of allocating overseas assets from the point of view of research, but also shows the advantages of asset allocation from the angle of actual performance by using QDII fund to construct investment portfolio. In the structure of the thesis, this paper first introduces the development of QDII in China and the products of QDII funds at home and abroad, then studies whether the use of QDII funds can build a better asset allocation for individual investors in China. Finally, the risks that may be faced in the process of overseas investment are exposed.
【學(xué)位授予單位】：上海交通大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.51

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