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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/101924

    Title: 多空市場下主動式與被動式高股息股票投資組合之績效
    Other Titles: The performance of active and passive management high yield portfolio under bull and bear market
    Authors: 林子焙;Lin, Tzu-Pei
    Contributors: 淡江大學財務金融學系碩士在職專班
    李沃牆;Lee, Wo-Chiang
    Keywords: 移動平均;技術分析;主動式投資組合;被動式投資組合;Moving Average;Technical Analysis;Passive Management Portfolio;Active Management Portfolio
    Date: 2014
    Issue Date: 2015-05-04 09:43:11 (UTC+8)
    Abstract: 本研究之主要是探討高股息投資策略是否可讓一般投資人以簡單的選股條件及輕鬆的操作方式而獲優異的投資報酬?以長期被動式投資組合與短期主動式投資組合作為績效之依據,並希望提供投資人投資策略參考。
    The study aims to investigate whether high-dividend investment strategy allows investors get high return on investment by simply picking share and easy operation? We would like to provide investors an investment strategies reference based on the performance of “Long-term Active Management Portfolio” and “Short-term Passive Management Portfolio”.
    According to the mean-variance model of Markowitz (1952), the investors are allowed to find a portfolio that fits their characteristics. When investors have more information and to take the total investment strategies, “Active Management Portfolio” performance is better than passive and the risk can be minimize. Passive management Portfolio is to follow the benchmark index as goal, it with low cost, low risk, the impact of a human operator or manager is not easy to change the subject, and can avoid the non-systematic risk in financial markets (due to track the benchmark index) and the dispersion characteristics of a single investment risk, but the performance is not better than active portfolio performance, however, it also shows the reference value for the two moving average lines technology initiative taken by the portfolio analysis and that high-dividend portfolio performance can be easily to beat the benchmark index, and the results also can be one of reference for investor to develop their own portfolio.
    Appears in Collections:[財務金融學系暨研究所] 學位論文

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