金融学硕士课程论文具体要求参考

金融学硕士课程论文具体要求参考

来源:www.51fabiao.org作者:cinq发布时间:2014-01-30 20:40
你的工作是选择相应的投资策略,因此,它会吸引潜在投资者于本基金。而在这个项目的周期内不超过150笔交易。

论文题目:managing a mutual fund

论文语言:英语论文 English
论文专业:金融
字数:1000
学校国家:芬兰
是否有数据处理要求:是
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论文用于:Master assignment 硕士课程作业
 
You make up the management team of a mutual fund, which is aggressive and aims to outperform the S&P 500 -index.  Your job is to select an investment strategy accordingly, so that it will attract potential investors in this mutual fund. You have to make at least 25, and no more than 150 trades during the life of  this project. The initial balance is 1.000.000 and you are allowed to buy at margin. This is an Asset Allocation Fund, i.e. you are allowed to buy or short stocks and bonds. You must invest in both asset classes (the investment may be long or short). The fund will start on December 15th, 2013, and it will be liquidated on January 14th, 2014. You must register no later than December 14th, 2013. 
The grade will be based 80% on the quality of your analysis, and 20% on your total return (http://www.51fabiao.org/dxessay/ whether you beat the index or not).
You must perform the following transaction: Buy a stock, short a stock, buy a bond. You may also invest in mutual funds, commodities and currencies, also markets outside the US. 
 
This paper of the project should contain the following. Evaluate your strategy and your ability to effectively implement this strategy. Relate your strategy to the efficient market hypothesis. Calculate, using two different methods, the average return of your portfolio.  Create a spreadsheet listing the name of the company, the company symbol, number of shares owned, purchase price, current price, dollar gain or loss. Select one stock and one bond from your portfolio, and provide fundamental data concerning each. Use the constant growth model and at least one other valuation model to value the stock you chose. Apply the CAPM to your chosen stock.  Did it generate an abnormal return?  Did your portfolio generate an abnormal return? Use the Sharpe performance measure to evaluate your performance. Compare your compound return to the return on the S&P 500 and the Dow over the same time period.  Did you outperform these averages?  Discuss why these are or are not good measures of your performance. 
Return these two pages by January 16th, 2014, at the latest.