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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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1

以產業空間與景氣空間之關聯性建立投資策略

黃國容 Unknown Date (has links)
本研究將台灣整體市場之股票以財務指標、規模及產業進行分類，定義為產業空間，並將各總體經濟指標分類，定義為景氣空間。藉由尋找出產業空間與景氣空間內元素之相關性，以順向逐步迴歸(Forward Stepwise Regression)建構模型，並建立投資策略，可以協助投資人選擇投資標的與買進賣出之判斷。將其績效與大盤及各類股指數進行比較，回測數據顯示本研究之投資策略均有較優的表現。
產業空間
景氣空間
投資策略

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