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马来西亚传统和伊斯兰股票共同基金

时间:2016-05-05 16:20来源:www.ukthesis.org 作者:英国论文网 点击联系客服: 客服:Damien

马来西亚传统和伊斯兰股票共同基金
Malaysian Conventional And Islamic Equity Mutual Fund

 

一个使用夏普比率分析公司投资组合的性能:

研究之间的性能差异马来西亚传统和伊斯兰2007年股票共同基金

在这一章,解释了研究的背景、问题陈述,研究的目标,假设,本研究的意义,以及完成这项研究过程中的范围和局限性。

项目组合评估时间是1960年。投资者将投资组合性能建立在几乎完全的回报率的基础上。他们意识到风险的概念,但不知道如何量化或测量它,否则他们就可以明确地考虑它。投资组合理论的发展在1960年代早期显示投资者如何量化和衡量风险回报的可变性。不过,因为没有衡量回报和风险相结合,研究人员必须单独考虑两个因素,如朋友布鲁姆和克罗克特(1970)。

具体地说,研究人员直接在这些风险类分组组合成类似风险类基于测量的风险(比如回报的方差)和比较另类的投资组合的回报率。在1960年之前,投资者评估投资组合性能是几乎完全的回报率,尽管他们知道对决定投资的成功,风险是一个非常重要的变量。忽略风险的原因是缺乏知识如何衡量和量化。

后在60年代初期,投资组合理论的发展和CAPM的发展在接下来的几年里,风险,衡量标准偏差或β,被包括在评估过程中。然而,由于没有一个衡量回报和风险相结合,两个因素单独考虑,研究人员分组组合成类似风险类和相同的投资组合回报率相比风险类。

An Analysis Of Companies Portfolio Performance Using Sharpe Ratio:

A Study On The Differences Of Performance Between Malaysian Conventional And Islamic ­­­­­­­­­­­­­­Equity Mutual Fund In 2007
 

1.0 Introduction——介绍
 

1.0.1 Chapter Description——章描述

In this chapter, explaining the background of the study, problem statement, objectives of the study, hypotheses, significance of this study, as well as the scope and limitations during the process of completing this study.

1.0.2 Background of the Study——研究背景

Portfolio evaluation is on the time before 1960. Investors evaluated portfolio performance almost entirely on the basis of the rate of return. They were aware of the concept of risk but did not know how to quantify or measure it, so they could consider it explicitly. Developments in portfolio theory in the early 1960s showed investors on how to quantify and measure risk in terms of the variability of returns. Still, because no single measure combined both return and risk, the two factors had to be considered separately as researchers such as Friend, Blume, and Crockett (1970).

Specifically, the investigators grouped portfolios into similar risk classes based on a measure of risk (such as the variance of return) and compared the rates of return for alternative portfolios directly within these risk classes. Before 1960, investors evaluated portfolio performance almost entirely on the rate of return, although they knew that risk was a very important variable in determining investment success. The reason for omitting risk was the lack of knowledge on how to measure and quantify it.(责任编辑:anne)



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