教師資料查詢 | 類別: 期刊論文 | 教師: 廖述賢 LIAO SHU-HSIEN (瀏覽個人網頁)

標題:Mining the co-movement in the Taiwan stock funds market
學年99
學期2
出版(發表)日期2011/05/01
作品名稱Mining the co-movement in the Taiwan stock funds market
作品名稱(其他語言)
著者Liao, Shu-hsien; Chu, Pei-hui; Teng, Tzu-kang
單位淡江大學經營決策學系
出版者Kidlington: Pergamon
著錄名稱、卷期、頁數Expert Systems With Applications 38(5), pp.5276-5288
摘要Mutual funds are an essential tool for investors looking to diversify their investments. Facing various mutual funds, it is necessary to evaluate their performances. This study uses association rules to understand the relationships among various mutual funds. First, equity funds are categorized into high, medium and low risk levels. This study then evaluates the co-movement among funds within the same risk level and among funds across different risk levels. This study concludes that within any given risk level, the performances of at least seven funds exhibit strong co-movement. This study also shows the influence of the global economy on the correlations among different funds. Finally, investment recommendations are provided based on the findings.
關鍵字Stock funds; Co-movement; Stock fund portfolio; Data mining; Association rules
語言英文
ISSN0957-4174
期刊性質國外
收錄於SCI;EI
產學合作
通訊作者
審稿制度
國別英國
公開徵稿
出版型式紙本
相關連結
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