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我国股市父亲小盘干风办战微之比较——从动态

来源:原创 时间:2019-04-16 02:10

  Management World | 办揪左右

  我国股市父亲小盘干风办战微之比较

  ——— 从动态与动态的角度触宗身

  □苏 民 逯宇铎

  “ ” “ ”

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  摘 要 近几年,股市投资者壹直收听候 八二即兴象 向 二八即兴象 的替换并不完成。每壹次父亲盘股的拥有恒上升,邑会带到来市场无

  限的猜测,条是,小盘股越到来越体即兴出产高溢价,而父亲盘股则处于价下隐地,增长乏力。关于此雕刻种即兴象,投资者该何以测

  度和把握?何以使用此雕刻种即兴象到来赚钱?对此,本文确立了壹个干风办的根本框架,并设计了壹个跨越指数,经度过计

  SI

  算 的取值和散布匹情景,到来为投资者设定父亲小盘不一的干风办战微。

  SI

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  bet36备用 父亲小盘;干风办;动态干风;动态干风

  [ 中图分类号] [ 文件标注识码] [ 文字编号] ( )

  F3 A 1006 - 5024 20 11 04 - 0035 - 04

  [ ]

  干者信介 苏 民,父亲包理工父亲学经济学院落士生,切磋标注的目的为证券投资基金资产配备战微;

  ( )

  逯宇铎,父亲包理工父亲学经济学院教养任命,落士生带师,切磋标注的目的为经济体系剖析与预测。 辽宁父亲包 116024

  ?

  ,

  Abstract: In recent years investors expected transformation of from eight - two phenomenon to two - eight phenomenon has not been

  realized. In each time the short rise of large cap stocks will bring the market with much guess , but small cap stocks become

  higher premium at the same time large cap is in the value depression. How do investors measure and hold this phenomenon?

  How do they take advantage of this phenomenon to make money? For this , this paper set up the basic framework and has

  ,

  designed an index of SI and investors can choose different styles strategies by calculating the value and distribution of SI.

  ; ; ;

  Key Words: large and small cap style management static style dynamic style

  我国股市父亲小盘进款存放在清楚差距,近几年持拥有小 二、干风办的框架和层次

  盘股会拥有远高于父亲盘股的进款,但父亲盘股在某些阶段也