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动量投资策略
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  “动量投资策略”译为未确定词的双语例句
     Firstly, it defines the underreaction and overreaction and reviews the related literature. Then it introduces the momentum investment strategy and contrarian investment strategy.
     首先对反应不足和反应过度进行了理论界定,并对相关文献加以回顾,然后介绍了动量投资策略和反转投资策略这两种行为投资策略。
短句来源
     Finally, this article gives detail analysis to some behavioral investment strategies such as contrarian investment strategy, momentum investment strategy and small company investment strategy and so on.
     最后,本文选取了反向投资策略、动量投资策略和小盘股投资策略等行为投资策略进行了具体的分析。
短句来源
     The existence of underreaction and overreaction directly connects with the Efficient Market Hypothesis as well as whether the investors can arbitrage by using of momentum and contrarian investment strategies.
     反应不足和反应过度现象的存在性不仅直接关系到“有效市场假说”的正确与否,而且关系到投资者是否可以通过动量投资策略和反转投资策略进行套利活动。
短句来源
     Studies reveal that there exists a high trading frequency in Chinesefund managers, about 90% of funds managers adopting a momentuminvestment strategy. Momentum effect is the strongest at new entry.
     研究结果显示,我国基金交易频率很高,近90%的基金采用动量投资策略,基金新进入股票时动量效应最强。
短句来源
     The high momentum strategies can realized significantly better performance than the low momentum strategies.
     价值型基金更易采取动量投资策略,高动量组收益高于低动量组收益。
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  相似匹配句对
     at last orient the research of this text in stock investment tactics of the investment funds.
     “股票投资策略决定”。
短句来源
     Momentum and Contrarian Strategies in the Chinese Stock Markets
     动量和反转投资策略在我国股市中的实证分析
短句来源
     INVEST
     投资
短句来源
     Bmw's Investment Strategy in China
     宝马在中国的投资策略
短句来源
     Empirical Studies on Investment Performance in Chiese Stock Market: Momentum Strategy and Contrarian Stratey
     中国股市动量策略和反向策略投资绩效之实证研究
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  momentum strategy
Does the Momentum Strategy Work Universally Evidence from the Japanese Stock Market
      
The main findings of this research are that momentum strategy portfolios which invest in past three-to-twelve month winners and sell past three-to-twelve month losers lose about 0.5% per month over the subsequent three to twelve months.
      
A contrarian investment strategy buys past losers and sells past winners, whereas a momentum strategy buys past winners and sells past losers.
      
Recall that a momentum strategy buys stocks based on their returns in period t-1 and holds the stocks in period t.
      


This is a review of investment behavior and performanceresults of Chinese fund managers during the end of 2000 and June2004. Research is done regarding the investment behavior of mutualfunds in terms of new entry, complete exit and position adjustment.Studies reveal that there exists a high trading frequency in Chinesefund managers, about 90% of funds managers adopting a momentuminvestment strategy. Momentum effect is the strongest at new entry.Value-driven funds have a greater tendency to implement momentuminvestment...

This is a review of investment behavior and performanceresults of Chinese fund managers during the end of 2000 and June2004. Research is done regarding the investment behavior of mutualfunds in terms of new entry, complete exit and position adjustment.Studies reveal that there exists a high trading frequency in Chinesefund managers, about 90% of funds managers adopting a momentuminvestment strategy. Momentum effect is the strongest at new entry.Value-driven funds have a greater tendency to implement momentuminvestment strategy. Funds of higher momentum usually record betteryields than those of lower momentum.

本文主要研究2000年末到2004年6月国内基金投资行为与投资绩效。我们将基金交易行为分为新进入、完全退出和仓位调整三类,并分别研究其投资行为。研究结果显示,我国基金交易频率很高,近90%的基金采用动量投资策略,基金新进入股票时动量效应最强。价值型基金更易采取动量投资策略,高动量组收益高于低动量组收益。

This study mainly investigates the investment behavior of fund from the fourth quarter of 2000 to the second quarter of 2004.We decompose trading by fund into entry,exit,and adjustments to ongoing holdings.We find the investment strategies of 90 percents of mutual funds are momentum strategies,the momentum estimate for entry is typically lager than that for exit and adjustments to ongoing holdings.We also find significant differences in trading practices among different fund styles:the magnitude of momentum...

This study mainly investigates the investment behavior of fund from the fourth quarter of 2000 to the second quarter of 2004.We decompose trading by fund into entry,exit,and adjustments to ongoing holdings.We find the investment strategies of 90 percents of mutual funds are momentum strategies,the momentum estimate for entry is typically lager than that for exit and adjustments to ongoing holdings.We also find significant differences in trading practices among different fund styles:the magnitude of momentum trading is largest for value fund.The high momentum strategies can realized significantly better performance than the low momentum strategies.

本文主要研究2000年末到2004年6月国内基金投资行为与投资绩效。我们将基金交易行为分为:新进入、完全退出和对仓位进行调整3类,并分别研究其投资行为。研究结果显示,我国基金交易频率很高,近90%的基金采用动量投资策略,基金新进入股票时动量效应最强。价值型基金更易采取动量投资策略,高动量组收益高于低动量组收益。

Based on asset pricing model and empirical results on momentum effect, this study comparatively analyzes the momentum effect existence and formation mechanism.The results show that,the premature return reverse of winners results in that the profitability of momentum strategy is not obviousv in Chinese stocks market,while the symmetrical behaveior of winners and losers guarantees the profitability of momentum strategy in American stocks market.Furthermore,the relationship between the changes of return components...

Based on asset pricing model and empirical results on momentum effect, this study comparatively analyzes the momentum effect existence and formation mechanism.The results show that,the premature return reverse of winners results in that the profitability of momentum strategy is not obviousv in Chinese stocks market,while the symmetrical behaveior of winners and losers guarantees the profitability of momentum strategy in American stocks market.Furthermore,the relationship between the changes of return components of portfolios in different markets and investment achievement indicates the mechanism of momentum effect.

基于资产定价模型和股票市场动量效应的研究成果,对比分析了中、美股票市场动量效应的存在及形成机理。结果表明,中国股票市场赢者组合过早出现收益反转,致使动量投资策略盈利性不显著;而美国股票市场赢者组合与输者组合表现的相对对称性,保证了动量投资策略的盈利性。不同市场动量投资组合收益成分变化与市场表现之间的因果关系进一步揭示了动量效应的内在机理。

 
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