| 公司价值信息集成的智能投资交易策略 |
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| 引用本文： | 张弘磊,田益祥,蒋志平,李立.公司价值信息集成的智能投资交易策略[J].技术经济,2014(7):105-111. |
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| 作者姓名： | 张弘磊 田益祥 蒋志平 李立 |
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| 作者单位： | 电子科技大学经济与管理学院,成都611731 |
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| 基金项目： | 教育部人文社会科学研究一般项目“主权信用评级下调冲击全球经济的原因、内在机理的挖掘及对策”（12YJA790125） |
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| 摘 要： | 将反映公司价值的众多指标集成为一个价值投资系数,建立公司价值信息集成的智能投资交易策略。利用2003—2012年中国股票市场的历史数据对该策略进行实证研究。结果表明:采取公司价值信息集成的智能投资交易策略能够获得显著的超额收益。
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| 关 键 词： | 价值投资 公司价值 信息集成 智能投资交易策略 |
Intelligent Investment Trading Strategy Based on Integration of Company Value Information |
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| Zhang Honglei,Tian Yixiang,Jiang Zhiping,Li Li.Intelligent Investment Trading Strategy Based on Integration of Company Value Information[J].Technology Economics,2014(7):105-111. |
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| Authors: | Zhang Honglei Tian Yixiang Jiang Zhiping Li Li |
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| Institution: | (School of Management and Economics, University of Electronic Science and Technology of China, Chengdu 611731, China) |
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| Abstract: | Through integrating many indicators representing company value information into a value investing coefficient, this paper establishes an intelligent investment trading strategy based on the integration of company value information. Then it uses the historical data of China/s stock market from 2003 to 2012 to analyze this strategy empirically. The empirical results show that adopting the intelligent investment trading strategy based on the integration of company value information could obtain significant excess returns. |
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| Keywords: | value investment company value information integration intelligent investment trading strategy |
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