期刊論文
| 學年 | 99 |
|---|---|
| 學期 | 2 |
| 出版（發表）日期 | 2011-05-01 |
| 作品名稱 | Mining the co-movement in the Taiwan stock funds market |
| 作品名稱（其他語言） | |
| 著者 | Liao, Shu-hsien; Chu, Pei-hui; Teng, Tzu-kang |
| 單位 | 淡江大學經營決策學系 |
| 出版者 | Kidlington: Pergamon |
| 著錄名稱、卷期、頁數 | Expert Systems With Applications 38(5), pp.5276-5288 |
| 摘要 | Mutual funds are an essential tool for investors looking to diversify their investments. Facing various mutual funds, it is necessary to evaluate their performances. This study uses association rules to understand the relationships among various mutual funds. First, equity funds are categorized into high, medium and low risk levels. This study then evaluates the co-movement among funds within the same risk level and among funds across different risk levels. This study concludes that within any given risk level, the performances of at least seven funds exhibit strong co-movement. This study also shows the influence of the global economy on the correlations among different funds. Finally, investment recommendations are provided based on the findings. |
| 關鍵字 | Stock funds; Co-movement; Stock fund portfolio; Data mining; Association rules |
| 語言 | en |
| ISSN | 0957-4174 |
| 期刊性質 | 國外 |
| 收錄於 | SCI EI |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | |
| 國別 | GBR |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/64934 ) |