国信证券的创新型封闭式基金的深度报告

目录如下

国内外杠杆基金现状....................................................................................................4
4只结构型杠杆基金的比较研究...................................................................................4
分级方法及条款比较......................................................................................................4
参考净值与杠杆区间......................................................................................................6
4只高风险级别分级产品情景分析...............................................................................7
2只低风险级别分级产品比较.......................................................................................8
瑞福优先的强制分红条款..............................................................................................8
瑞福优先的安全边际及同庆A的到期收益率................................................................9
瑞福进取与同庆B的到期收益率比较..........................................................................10
同庆A与同庆B——基于期权分解的估值....................................................................12
估值优先与估值进取——同庆模式的延续与深化.......................................................16
瑞和小康与瑞和远见——对期权方法的调整..............................................................17
份额配对转换条款和年末净值折算条款分析.............................................................18
每年第一个交易日的理论价格U和V的计算...............................................................20
任意时刻的理论价格....................................................................................................20
小康理论价格低于市场价格，远见理论价格高于市场价格原因分析.....................21
杠杆基金组合投资策略研究.......................................................................................24
投资建议....................................................................................................................25