摘要
质量控制图是用来控制生产过程质量的一种统计方法。其基本理论方法应用到股票投资组合中,可以降低投资风险,提高投资组合的收益率。通过实证研究表明:利用质量控制图原理来确定投资组合的选股、买点和卖点,可以使投资组合获得明显高于大盘指数的收益率,从而验证了质量控制图的基本理论方法完全可以应用于股票投资决策,并且具有显著的实际应用价值。
Quality control chart is a kind of statistical method used for controlling production process quality. The basic theories and methods of quality control chart can be used in the investment-combination of stocks. The result of actual researching indicates that the selecting stocks, buying point and selling point of inverstment-combination are confirmed by mean of the basic principle of quality control, which can make inversment-combination obtain earning ratio obviously higher than the market index. Thus the result proves that the basic theories and methods pursued in quality control can be applied to the investment decision of the stock, and have remarkable actual using value.
出处
《数理统计与管理》
CSSCI
北大核心
2004年第4期33-36,共4页
Journal of Applied Statistics and Management
关键词
质量控制图
投资组合控制图
quality control chart
investment-combination control chart
