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  6. 资产定价模型与因子投资研究

资产定价模型与因子投资研究

Author 李博
Publisher 華藝數位 /社会科学文献出版社
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Released
2020/05/01
Language
Simplified Chinese
File format
EPUB Reflowable (22MB), fit in all devices and Pubook
Pages
323
ID
272501
ISBN
9787520166218
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No

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本书首先对因子理论、因子投资和资产定价模型的理论发展进行梳理，再对系统性风险因子和多种异象效应的形成机制进行深入剖析，并讨论了目前研究中面临的主要问题。为了克服这些问题，本书采用小波分析和动态模型平均方法分别从多时间尺度和动态分析的角度进行研究。最后，本书深入分析了我国股票市场存在的动量和反转效应，并将因子投资理念与我国股票市场数据相结合，提出了适应我国证券市场的投资策略。

Details

Released
2020/05/01
Language
Simplified Chinese
File format
EPUB: Fit in all devices
Provide Adobe DRM
Provide EPUB
Offer DRM free license
No
ID
272501
ISBN
9787520166218

Buy products firstAnd download app to watch

Details
　　

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