The 4th International Symposium on Project Management (ISPM 2016)

193 / 2016-06-18 11:38:55

Empirical Analysis of Impacts of Policy Factors on Performance of equity funds in China

Policy factors; Equity funds; GARGH model

With the development of fund industry in China securities market, the stock type to develop the basic.Equity funds also known as equity funds, refers to the fund to invest in the stock market.According to the types of stock, stock funds can be divided into preferred funds according to the type of the stock and common stock funds, according to the purpose of the funds investment, equity fund can be divided into capital appreciation funds, growth funds and income-producing fund, according to the degree of fund investment diversification, equity funds can be divided into general common stock fund and fund of specialization.Equity funds policy factors on the performance of volatility has a certain influence, studies the influence, has a certain practical significance.Therefore, this paper USES GARCH model to analyze the policy factors affect performance volatility in equity funds in China.