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dc.contributor.advisor张勇
dc.contributor.author程英子
dc.date.accessioned2017-06-20T08:42:30Z
dc.date.available2017-06-20T08:42:30Z
dc.date.issued2016-03-23
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/134333
dc.description.abstract最近20年,我国作为发展速度最快的经济体之一,受到世界各地投资者的广泛关注。但是,由于我国金融政策的限制,国外投资者无法直接投资我国的资本市场。因此,投资境外上市的中国公司股票(中国概念股)就成为国外投资者分享中国经济增长红利的主要途径之一。 本文利用随机矩阵理论研究了美国NASDAQ市场上市的74只中国概念股票收益率相关系数矩阵,发现该矩阵的特征值大部分落在了随机矩阵理论预测的取值范围之内,这表明股票之间的关联存在着大量的随机信息。同时,利用偏离随机矩阵理论预测值的几个大的特征值及相应的特征向量,我们找到了对74只中国概念股整体趋势影响较大的股票以及关联最为密切的股票组。我们还利用去噪后的...
dc.description.abstractIn the past 20 years, China, as the one of the fastest growing economy, has attracted the attentions from worldwide investors. For the sake that Chinese government has taken financial restriction policy, foreign investors cannot invest Chinese capital market directly. As a result, investing the stocks of Chinese company listed oversea (Chinese concept stocks) has become one of the way to share the...
dc.language.isozh_CN
dc.relation.urihttp://210.34.4.28/opac/openlink.php?strText=50678&doctype=ALL&strSearchType=callno
dc.source.urihttp://210.34.4.13:8080/lunwen/detail.asp?serial=48927
dc.subject随机矩阵理论
dc.subject相关系数矩阵
dc.subject投资组合
dc.subjectRandom Matrix Theory
dc.subjectCross Correlation Matrix
dc.subjectModern Portfolio Theory
dc.title随机矩阵理论对NASDAQ中国概念股的研究
dc.title.alternativeApplication of RMT on Chinese Stocks Listing on NASDAQ
dc.typethesis
dc.date.replied2015-05-23
dc.description.note学位:理学硕士
dc.description.note院系专业:物理与机电工程学院_理论物理
dc.description.note学号:19820121152762


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