關鍵字查詢 | 類別:期刊論文 | | 關鍵字:Mining the co-movement in the Taiwan stock funds market

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序號 學年期 教師動態
1 99/2 管科系 廖述賢 教授 期刊論文 發佈 Mining the co-movement in the Taiwan stock funds market , [99-2] :Mining the co-movement in the Taiwan stock funds market期刊論文Mining the co-movement in the Taiwan stock funds marketLiao, Shu-hsien; Chu, Pei-hui; Teng, Tzu-kang淡江大學經營決策學系Stock funds; Co-movement; Stock fund portfolio; Data mining; Association rulesKidlington: PergamonExpert Systems With Applications 38(5), pp.5276-5288Mutual 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 f
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