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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/32131


    Title: 臺灣證券交易所加權股價指數最佳報酬投資期間之研究
    Other Titles: Optimal investment holding periods about the Taiwan stock exchange capitalization weighted stock index
    台灣證券交易所加權股價指數最佳報酬投資期間之研究
    Authors: 陳俊彬;Chen, Chun-pin
    Contributors: 淡江大學國際貿易學系國際企業學碩士在職專班
    賈昭南;Chia, Chao-nan
    Keywords: 股價指數;股票投資;最適投資持有期間;stock index;stock investment;Optimal Investment Holding Periods
    Date: 2008
    Issue Date: 2010-01-11 01:43:53 (UTC+8)
    Abstract: 本文以民國51年2月至96年7月間台灣證券交易所加權股價指數為研究對象,模擬分析投資臺灣股價指數之最適投資持有期間。在模擬過程中整理出最適投資期限之次數分配表,作為最後分析之依據。
    結果顯示,投資臺灣股價指數之最適投資報酬率出現次數最多者為1個月期,其次為投資24個月期。然而,利用計算之平均報酬率與報酬率變異性比較二者之優劣後,24期投資期間優於1個月期間。
    This theses which uses Stock Price index compiled by the Taiwan Stock Exchanges for the period starting from February 1962 and ending at July 2007 as target for investment purpose, conducts simulation analyses aiming to determine the optimal investment holding period in Taiwan. In the process of simulation the frequency representing the optimal investment period is obtained to form a frequency distribution table. Based upon the optimal investing period frequency distribution and associated statistics the conclusion is drawn.
    Our finding has shown that a 24 months continuous holding period is the best among the alternatives ranging from 1 to 24 periods in terms of the average rate of returns and the variances of the rate of returns.
    Appears in Collections:[國際企業學系暨研究所] 學位論文

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