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dc.contributor.advisor李常青
dc.contributor.author吴挺
dc.date.accessioned2017-06-20T08:12:04Z
dc.date.available2017-06-20T08:12:04Z
dc.date.issued2016-07-12
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/128731
dc.description.abstract量化投资作为一种基于数量金融理论发展起来的投资方法在国外已经有几十年的发展历史,因其具备传统投资方法所不具备的优势,在市场上受到越来越广泛的认可,一举成为与基本面分析、技术面分析并称的三大主流投资方法。以美国文艺复兴科技公司为代表的对冲基金管理公司,在资本市场不断摄取令人瞠目结舌的巨额收益,让量化投资一再成为欧美资本市场发展的热点与焦点。 2004年国内第一只量化投资基金“光大保德信量化核心基金”的成立,标志着量化投资开始成为中国资本市场中又一股新鲜力量。2015年量化投资在中国发展迅猛,一年内成立的公募量化基金是过去十年的总和,这一现象也说明量化投资在我国资本市场不断完善和创新的大环境下,...
dc.description.abstractAs an approach to investing based on the number of financial theories, quantitative investment have several decades of development history in foreign countries, it has its advantage that traditional investment methods do not have. This investment has been recognized more and more widely, and become one of the three major investment approach including fundamental analysis and technical analysis. In...
dc.language.isozh_CN
dc.relation.urihttps://catalog.xmu.edu.cn/opac/openlink.php?strText=51908&doctype=ALL&strSearchType=callno
dc.source.urihttps://etd.xmu.edu.cn/detail.asp?serial=54871
dc.subject量化投资
dc.subject业绩发布
dc.subject事件驱动
dc.subjectquantitative investment
dc.subjectpublish results
dc.subjectevent-driven
dc.title基于业绩发布事件的量化策略研究
dc.title.alternativeQuantization Strategy Based on Financial Performance Events
dc.typethesis
dc.date.replied2016-05-15
dc.description.note学位:工商管理硕士
dc.description.note院系专业:管理学院_工商管理硕士(工商管理硕士)
dc.description.note学号:17920131150948


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