价值投资与行业轮动相结合的量化择股策略研究  

A Research on Quantitative Stock-selection: the Combination of Value Investment and Sector Rotation Investment Strategy

作　　者：柯原[1] 郑双阳[1] 

机构地区：[1]福建江夏学院金融学院,福建福州350108

出　　处：《福建金融管理干部学院学报》2014年第1期3-10,共8页Journal of Fujian Institute of Financial Administrators

摘　　要：把价值投资和行业轮动相结合进行量化择股,可以吸收两者的优点、避免各自的缺点。从实践的角度上看,这两者相结合,可以在投资的稳健程度和收益率之间找到更加有利的均衡。The combination of Value Investment and Sector Rotation Investment strategy has been an important strategy of quantitative investment, which absorbed advantages and avoided disadvantages of the two. In practice, the combination of the two can also bring more favorable balance between investment risk and return.

关 键 词：量化择股策略 价值投资 行业轮动 

分 类 号：F830.59[经济管理—金融学]