基于经济周期的大小盘股票风格研究  

Large and Small Cap Stocks Styles Research based on Economic Cycle

作　　者：黄付生[1] 吴启权 

机构地区：[1]中央财经大学经济学院,北京100081 [2]中信建投证券有限公司,北京100010

出　　处：《北京理工大学学报（社会科学版）》2010年第5期23-26,共4页Journal of Beijing Institute of Technology：Social Sciences Edition

摘　　要：利用Logistic模型分析在经济周期中不同市场的变量,尤其是市场流动性和物价水平与大盘股的表现之间的关系,发现存在内在规律。Logistic模型对大小盘风格预测的效果比较理想,可以使用这些因素来实现大盘股和小盘股风格的预测,有效用来指导制定交易和投资策略。The article uses Logistic model to analyze the different market variables in the economic cycle,especially,the relationship between the market liquidity,price level and the performance of large-cap stocks,from which the inherent law is found.The effects of Logistic model in predicting the size of cap-style is ideal,these factors can be applied for the forecast of the styles of large-cap stocks and small-cap stocks effectively,and then for the guidance of the development of trade and investment strategies.

关 键 词：风格投资 Logistic预测 大盘股 

分 类 号：F830.91[经济管理—金融学]