| 我国封闭式基金动量反转效应实证研究 |
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| 引用本文： | 解为.我国封闭式基金动量反转效应实证研究[J].长沙航空职业技术学院学报,2009,9(2):80-82. |
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| 作者姓名： | 解为 |
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| 作者单位： | 中南大学商学院,湖南,长沙,410000;长沙航空职业技术学院,湖南,长沙,410124 |
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| 摘 要： | 由于证券投资基金作为机构投资者在我国证券市场中的作用日益突显，基金采取什么投资策略，以及各种投资策略的绩效如何等问题开始逐渐被理论界和投资者关注。以行为金融学典型的反转投资策略和动量交易策略为划分依据，应用GTW模型，从实证的角度对当今我国封闭式基金的投资策略进行了研究。
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| 关 键 词： | 封闭式基金 动量投资策略 反转投资策略 |
The Empirical Analysis of CIS/MTS and Performance on China's Closed Funds |
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| XIE Wei.The Empirical Analysis of CIS/MTS and Performance on China's Closed Funds[J].JOurnal of Changsha Aeronautical Vocational and Technical College,2009,9(2):80-82. |
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| Authors: | XIE Wei |
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| Institution: | 1.Central South University;ChangshaHunan410000;2.Changsha Aeronautical Vocational and Technical College;ChangshaHunan410124 |
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| Abstract: | Nowadays the stock mutual funds as the structural investors play an increasingly significant role in the stock market. What are the strategies the funds undertake？ And how do these strategies work？ Such questions have gradually got attention from the theorists and the investors. According to CIS and MTS which are the typical behavior financial investing strategies, this paper bases on model GTW and investigates the investment strategies of China＇s closed mutual funds. |
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| Keywords: | closed mutual funds momentum trading strategy contrarian investment strategy |
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