蒙古金融市場的有效投資組合的貴金屬和貨幣與IPO指數

Efficient Portfolios of Mongolian Financial Market of Precious Metal and Currency and IPO Index

Saruultuya Tsendsuren(Saruultuya Tsendsuren)

指導教授 ： 林烱垚

亞洲大學/管理學院/經營管理學系碩士班/碩士(2011年)

摘要

摘要
本碩士論旨在提供投資機會的投資組合回饋利潤。事實上，本論文研究許多對於持續性配套結合成顯著差異的金融市場、有價物質與貨幣投資形配套措施。本研究工作主要意圖即是將突顯蒙古金融市場的投資組合回饋利潤與標準偏差。我們設置三種不同的投資組合。結論首選蒙古二十家代表性公司，首選公開募股(Initial Public Offering IP0)，股市指標，同樣的蒙古黃金和純銀價格與AMEX黃金指標和常見貨幣價格的持續組合。我們在此想要協助投資者於無頭緒的情況時，結合本論文以建構有效的投資組合。研究工作以蒙古數據與部份世界數據，因而絕大多數數據從蒙古股市、蒙古中央銀行、部份蒙古仲介商收集而來。由於股市公司發行的股票即乎全部失效，始終尾隨危機，當代多數的股市公司又處於不活躍的狀態，因而選擇有效的投資貨幣條件是非常困難的。由於這種低率經濟發展特點的最終結果，蒙古證交所應採取較新發展方法。

關鍵字

投資組合 ； 高效投資組合 ； 分散風險

並列摘要

ABSTRACT
In this master thesis have intended of sustainable portfolio return on invesment opportunity set. Essentially of this master thesis did several kinds of investment selections which are financial market, precious metals and currency that made crucial difference in terms of portfolio selection. The main purpose of research work is to reveal Mongolian financial markets portfolio return and standard deviation. We build up three kinds of different portfolios it’s including the portfolios had chosen by top 20 index company, IPO (Initial Public Offering) and stock index, also Mongolian gold and silver price and AMEX gold index, and most common currency prices in Mongolia. Hence we want to help for investors to constitute efficient portfolio in unpredictable condition using this master thesis. The research work is based on the Mongolian data and some of World data therefore most of all data were collected from Mongolian stock market, Mongolian Central bank and some of Mongolian Broker Companies. At present Mongolian stock exchange run up against with any difficulties of lower rate of return. Therefore, it’s very hard to choose effective portfolio current condition. Nowadays most of all Mongolian stock companies inactive working now. Because of when company issuing stocks in the financial market almost all completely failure again and always following risks. This inefficient ultimate results due to characteristics of economic development, even Mongolian stock exchange center is newer and the way on developing now.

並列關鍵字

Portfolio ； Efficient portfolio ； Risk diversification

參考文獻

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