北京理工大学学报：社会科学版
北京理工大學學報：社會科學版
북경리공대학학보：사회과학판
Journal of Beijing Institute of Technology（Social Sciences Edition)
2010年
5期
23~26
,共null页
风格投资 Logistic预测 大盘股
風格投資 Logistic預測 大盤股
풍격투자 Logistic예측 대반고
style investment; Logistic forecast; large-cap stock
利用Logistic模型分析在经济周期中不同市场的变量,尤其是市场流动性和物价水平与大盘股的表现之间的关系,发现存在内在规律。Logistic模型对大小盘风格预测的效果比较理想,可以使用这些因素来实现大盘股和小盘股风格的预测,有效用来指导制定交易和投资策略。
利用Logistic模型分析在經濟週期中不同市場的變量,尤其是市場流動性和物價水平與大盤股的錶現之間的關繫,髮現存在內在規律。Logistic模型對大小盤風格預測的效果比較理想,可以使用這些因素來實現大盤股和小盤股風格的預測,有效用來指導製定交易和投資策略。
이용Logistic모형분석재경제주기중불동시장적변량,우기시시장류동성화물개수평여대반고적표현지간적관계,발현존재내재규률。Logistic모형대대소반풍격예측적효과비교이상,가이사용저사인소래실현대반고화소반고풍격적예측,유효용래지도제정교역화투자책략。
The article uses Logistic model to analyze the different market variables in the economic cycle,especially,the relationship between the market liquidity,price level and the performance of large-cap stocks,from which the inherent law is found.The effects of Logistic model in predicting the size of cap-style is ideal,these factors can be applied for the forecast of the styles of large-cap stocks and small-cap stocks effectively,and then for the guidance of the development of trade and investment strategies.
