国外策略指数研究述评及对我国的启示
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上海财经大学学报 2011 年 第 13 卷第 03 期, 页码：92 - 98
摘要
参考文献
摘要
策略指数是除了传统的只做多的市值加权指数之外的指数,近几年来在国外得到了迅速发展,但在国内的发展却相对滞后,理论研究尚属空白。有鉴于此,本文首次对国外策略指数的相关研究进行了全面和系统的回顾,提出了策略指数的科学定义,引入适应性市场假说这一前沿理论诠释了策略指数的理论基础,并对策略指数编制方法和投资优势等方面的相关研究进行了总结与评述,以期为国内策略指数的开发与管理提供有益的借鉴。
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[21]Dash,S..S&P Extends International Family of Strategy Indices to Canada with Launch of S&P/TSX 60130/30 Strategy Index[R].Standard&Poor’s Corporation,2010-01-19.
引用本文
徐国祥, 刘芳. 国外策略指数研究述评及对我国的启示[J]. 上海财经大学学报, 2011, 13(3): 92–98.
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