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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/71770

    Title: 高收益債券型基金績效分析;The Performance of High-Yield Bond Fund
    Authors: 陳淑芬;Chen,Shy-Fen
    Contributors: 財務金融學系在職專班
    Keywords: 高收益債券型基金績效;資產配置;夏普指數;High-Yield Bond Fund Performance;Asset Allocation;Sharpe Ratio
    Date: 2016-07-25
    Issue Date: 2016-10-13 13:51:37 (UTC+8)
    Publisher: 國立中央大學
    Abstract: 實務上,一般共同基金以採用夏普指標Sharpe Ratio為基金投資組合績效評估指標。Sharpe(1966)同時考慮報酬與風險來評估共同基金績效,後續在學術界引發廣乏討論與運用評估基金績效蔚為風潮。
    ;Sharpe Ratio is the evaluation index of fund portfolio performance for general fund. Since Sharpe (1966) adopted the evaluations of remuneration and risk to estimate the performances of mutual fund, this approach has been broadly discussed and popularly applied to the evaluation of fund performance.
    Within the trajectory of raising interest rates in US., in the light of the statistics, high-yield bonds were low sensitive to interest rates, the performance would still be relevant stable albeit the interest rates were raising; moreover, as the most attractive bond of all, high-yield bonds were able to render better coupon to investors and make themselves bring into the core investment configuration for long term. The purpose of the research is to examine whether the high-yield bond funds are the optimal subjects for investors. The results ascertain the long-term performances of high-yield bond are worse than the performances of S&P 500 index. To analyze high-yield bond funds and S&P 500 index with Sharpe ratio, the Sharpe ratio of high-yield bond funds is better than the Sharpe ratio of S&P 500 index, and the average remuneration performances of high-yield bond funds are better than the average remuneration performances of the same type of funds and S&P 500 index.
    Appears in Collections:[財務金融學系碩士在職專班] 博碩士論文

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