The International Portfolio Investment Performance Analsisof Asia-Pacific Region’s REITs-Linked Bonds andGlobal Bond Fund

• Main Authors: Lin, Kai-Po, 林楷博
• Other Authors: Lai, Wen-Kui
• Format: Others
• Language: zh-TW
• Published: 2010
• Online Access: http://ndltd.ncl.edu.tw/handle/02546172389479850095

碩士 === 大葉大學 === 管理學院碩士在職專班 === 98 === The research takes the Asian- Pacific Region’s REITs -Linked Bonds and Global Bond Fund as a sample. First, I have to figure out the risks and the reward of each sam-ple for a two-year duration. And I evaluate the performance of erery sample of the performance targets by Sharpe, Treynor, Jensen, and then I do the related analysis. Eventually, to find the best investment profolio,I use the profolio theory of the Markowitz investment to carry out the analysis of the investment sample. The research shows Global Bond Fund occupies the enormous proportion in the best optimal. It also shows that its investment reward is better than the Asian- Pacific Region’s REITs. But due to the global financial crisis, it makes the best reward unre-markable. Investors might take this research as a reference for invest in the future.