考量VIX與BDI指數下之基金投資策略

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题名:	考量VIX與BDI指數下之基金投資策略
其它题名:	The investment strategies for mutual funds under considerations of the VIX and BDI indices
作者:	何麗芳;Ho, Li-Fang
贡献者:	淡江大學管理科學學系企業經營碩士在職專班倪衍森;Ni, Yen-Sen Ni
关键词:	VIX指數;BDI指數;共同基金;過度反應;績效管理;VIX Index;BDI Index;mutual funds;Overreaction;fund performance
日期:	2012
上传时间:	2013-04-13 11:18:13 (UTC+8)
摘要:	隨著國人生活水平的提高，理財知識也跟著快速增長，越來越多人有投資理財的需求與觀念。本研究探討恐慌指數（VIX）與波羅的海散裝船指數（BDI）的走勢可提供給台灣投資人投資台股基金時參考的依據。投資人若是以VIX與BDI指數之技術指標RSI來判斷其高低檔，並選擇做為進出台股基金的參考依據，在VIX與BDI指標出現低於20以下時介入台股基金，發現不但有利可圖，投資券商所發行的基金，在績效表現上不但超越大盤，相較其他國內投信所發行的基金更顯優異。 With the improvement of people''s living standards, financial management knowledge, followed by rapid growth, more and more people have needs and concepts of finance and investment. In this study, the trend of the VIX (VIX) and the Baltic Bulk Carriers Index (BDI) can provide a basis for reference to Taiwan investors to invest in Taiwan stock fund. Investors technical indicators RSI of VIX and the BDI index to determine the high-low-grade and involved in the Taiwan stock fund in the VIX and the BDI index lower than 20 below as a reference out of the Taiwan Stock Fund, and found that not only profitable map, the fund issued by the investment broker, on the performance not only beyond the market even more excellent compared to other local securities issued by the Fund.
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