[1]吴栩,陈敏鹏.克隆明星基金投资策略构建及其有效性研究[J].金融教育研究,2014,(03):30-34.
 WU Xu,CHEN Minpeng.Study on the Building and Effectiveness of Clone Star Fund Investment Strategy[J].,2014,(03):30-34.
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克隆明星基金投资策略构建及其有效性研究()
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《金融教育研究》[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2014年03期
页码:
30-34
栏目:
出版日期:
2014-06-30

文章信息/Info

Title:
Study on the Building and Effectiveness of Clone Star Fund Investment Strategy
作者:
吴栩;陈敏鹏;
华南理工大学 工商管理学院,广东 广州,510640
Author(s):
WU Xu; CHEN Minpeng
关键词:
克隆明星基金价格惯性股票选择能力
Keywords:
Clone Star Fund Price Momentum Stock Selection Ability
分类号:
G11; G14; C53
文献标志码:
A
摘要:
投资者对简单易行的投资策略梦寐以求。本文在股票价格具有惯性和明星基金具有股票选择能力的现实情况下,设计了一种简单易行的克隆明星基金投资策略,并以实际的金融数据对该种投资策略的有效性进行了实证分析。结果表明:该策略能够产生较好的投资收益,投资者利用该策略进行投资是有效的。
Abstract:
Investors yearned for simple investment strategy. This paper proposes a clone star fund investment strategy based on the momentum of stock price and the stock selection ability of star funds,and makes an empirical analysis on the effectiveness of this strategy based on actual financial data. The results show that the strategy can produce better returns,it is an effective investment strategy for investors.

参考文献/References:

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备注/Memo

备注/Memo:
教育部人文社会科学研究青年基金项目(13YJC790150); 教育部高等学校博士学科点专项科研基金新教师类资助课题(20120172120050); 广东省哲学社会科学“十二五”规划2013年度青年项目(GD13YGL05); 中央高校基本科研业务费专项资金(2013ZB0016)
更新日期/Last Update: 1900-01-01