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本文主要研究了两个方面的问题,一是境外合格机构投资者具体的投资风格是怎么样的,主要从它的选股风格,操作风格,然后在通过2007年三四季度的数据做个阶段性分析。二是截取三四季度QFII的前五十大重仓股按照上证综合指数的计算方法编制一个指数,然后与上证指数对比,分析其相关性,通过对比其盈利状况和市场整体状况的盈利状况,对其投资风格的效益进行评价。
This paper mainly studies two aspects. First, what is the specific investment style of qualified foreign institutional investors, mainly from its stock selection style and operating style, and then through the data of the third and fourth quarters of 2007 as a stage Sexual analysis. Second, the QFII interception of QFII in the top 50 Awkwardness in accordance with the calculation of the Shanghai Composite Index to prepare an index, and then compared with the Shanghai Composite Index, analyze its relevance by comparing its profitability and market conditions of the overall profitability of the The investment style of the effectiveness of the evaluation.