节点文献
逆向投资策略在中国股票市场上的可靠性分析
The Validity Proof of the Converse Investment Strategy of Securities Business in China
【摘要】 针对中国股票市场投资者心理及其致因规律对股市走向的影响,提出逆向投资策略以弥补传统风险管理模式的不足,并分别对基于P/E、P/BV指标选股的逆向投资策略的可靠性进行探讨,从而得出中国股票市场上逆向投资策略更具安全性的结论,而运用SPSS统计软件所做的回归分析也提高了结论的可信度。
【Abstract】 In exploring the impact of investors’ psychology on stock market and its forming disciplinarian,this paper proposes that the converse investment strategy be used to compensate the deficiency of traditional risk supervision mode.The P/E,P/BV indexes are used to choose different stocks so as to discuss the validity of the converse investment strategy.In this procession,the statistics software named SPSS is used to improve the reliability of the conclusion,and the conclusion is that converse investment strategy of securities business in China works better in monitoring risks than other risk management mechanisms.
【Key words】 converse investment strategy; P/E,P/BV index; SPSS; regression analysis; validity;
- 【文献出处】 常熟理工学院学报 ,Journal of Changshu Institute of Technology , 编辑部邮箱 ,2007年05期
- 【分类号】F832.51;F224
- 【被引频次】2
- 【下载频次】453