摘要
针对中国股票市场的大规模投资组合分析在文献中尚很少予以讨论 .本文基于均值—绝对偏差的折中方法探讨了上海股票市场 1 69种股票的投资组合分析 ,得到了一些有益的启示和结论 .这些结论将有助于市场投资者和监管者深化对上海股票市场投资的理解 .本文所使用的投资分析软件 Quanz Portfolio具有大规模投资组合的数据处理能力 ,将是投资者 (尤其基金公司 )
Large scale portfolio analysis to stock markets in China has not been much discussed in the lite rature. In this paper, based on the approach of a trade off between mean and absolute deviation, we investigate the portfolio performances of 169 A stocks in Shanghai stock market. Some useful conclusions are derived, which are helpful to understand the investment in Shanghai stock market both for the investors and the market supervisors. This paper indicates that the software QuanzPortfolio utilized is efficient to cope with the large scale portfolio data, and helpful to analyze the portfolio investment in secuity markets for investors (in particular, the fund company).
出处
《管理科学学报》
CSSCI
2001年第1期12-27,共16页
Journal of Management Sciences in China
基金
香港城市大学研究基金资助项目
国家自然科学重点基金资助项目! ( 79930 90 0 )
国家教育部回国人员研究基金部分资助项目
