English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113318/144297 (79%)
Visitors : 51071898      Online Users : 952
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 商學院 > 資訊管理學系 > 學位論文 >  Item 140.119/95168
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/95168


    Title: 以產業空間與景氣空間之關聯性建立投資策略
    Authors: 黃國容
    Contributors: 劉文卿
    黃國容
    Keywords: 產業空間
    景氣空間
    投資策略
    Date: 2009
    Issue Date: 2016-05-09 15:18:24 (UTC+8)
    Abstract:   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。
    Reference: 中文部分
    1.經建會,台灣景氣指標月刊,第28卷第3期。
    2.劉維琪、李佳玲(1993),運用隨機優勢模式再探討台灣股市本益比效應,會計評論,第27期,1-24。
    3.方志強、姚明慶(1998),台灣上市公司的淨值市價比現象,管理學報,第15卷第3期,367-391。
    4.黃柏農(1998),再驗台灣的股價與總體變數之間的關係,證券市埸發展季刊,第10卷第4期,89-109。
    5.邱建良、李命志、邱柏霖(1999),台灣股價之預測,台灣銀行季刊,第50卷第4期,130-171。
    6.吳啟銘(2001),企業評價個案實證分析,智勝文化出版社。
    英文部分
    7.Babson, David L.(1951), The Case of Growth vs Income Stocks on a Yield Basis, Weekly Staff letter, September, 17.
    8.Chan, L. Y. Hamao, and J. Lakonishok(1991), Fundamentals and Stock Return in Japan, Journal of Finance, 46, 1739-1764.
    9.Capaul, C.,I. Rowley, and W. Sharpe(1993), International value and growth stock returns, Financial Analysts Journal, 1993 Janury/February, 27-36.
    10.Dreman. D. N. and Lufkin E. A.(1997), Do Contrarian Strategies Work Within Industries?, Journal of Investing, Fall 1997, 6, 7-29.
    11.Fama, E. and K. French(1992), The Cross-section of Expected Stock Rerurns, Journal of Finance, 47, 427-465.
    12.Graham and Dodd(1934), Security Analysis, New York: McGraw-Hill.
    13.Grinold and Kahn(1992), Information Analysis, Journal of Portfolio Management, Spring, 14-21.
    14.Lakonishok, J.,A. shleifer, and R. Vishny(1994), Contrarian Investment, Extrapolation, and Risk, Journal of Finance , 49, 1541-1578.
    15.Morningstar Style Box Methodology(2004), Morningstar Methodology paper.
    16.McMillan David G. (2003), Non-linear Predictability of UK Stock Market Returns, Oxford Bulletin of Economics and Statistic, 65, 557-573.
    17.Schwert, G. W. (1989), Why Does Stock Market Volatility Change over Time, Journal of Finance, 44, 1115-1154.
    Description: 碩士
    國立政治大學
    資訊管理學系
    96356029
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0096356029
    Data Type: thesis
    Appears in Collections:[資訊管理學系] 學位論文

    Files in This Item:

    There are no files associated with this item.



    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback