资产配置系列研究之五：从基金评价到基金配置

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1、目录1.基金产品研究框架.-4-2.股票型基金评价与配置.......................................................................................-5-2.1.股票型基金分类............................................................................................-6-2.2.股票型基金评价.....................................

2、.......................................................-6-2.3.股票型基金业绩归因....................................................................................-7-2.4.股票型基金内部配置..................................................................................-10-3.债券型基金评价与配置...

3、..................................................................................-13-3.1.债券型基金分类..........................................................................................-14-3.2.债券型基金评价......................................................................

4、....................-14-3.3.债券型基金业绩归因..................................................................................-15-3.4.债券型基金内部配置..................................................................................-19-4.基金组合配置分析........................................

5、.....................................................-21-4.1.主动与指数增强基金..................................................................................-21-4.2.主动与被动指数基金..................................................................................-22-5.总结与展望..........

6、...............................................................................................-23-图1.偏股混合型基金仓位变化情况......................................................................-4-图2.绩优中长期纯债型基金组合A股Delta风险暴露情况...............................-5-图3.主动基金产品研究框架.........

7、.........................................................................-5-图4.股票型基金的分类..........................................................................................-6-图5.股票型基金收益峰度分布特征......................................................................-7-图6.

8、股票型基金业绩归因方法..............................................................................-8-图7.案