证券投资策略相关研究综述  

Relevant Research Review of Securities Investment Strategy

作　　者：李成刚[1] FuYaping 马绍东[1] 罗洎[1] 

机构地区：[1]贵州财经大学金融学院,贵阳

出　　处：《商业全球化》2014年第3期31-38,共8页Business and Globalization

基　　金：教育部人文社会科学研究规划基金项目(12YJA790125)。

摘　　要：证券投资策略对于投资者来说非常重要,也是国内外学者重点关注的问题之一。自从Markowitz提出证券投资组合理论以来,国内外学者对证券投资策略进行了广泛而深入地探讨。本文主要从证券投资策略的兴起与发展、基于行为金融学的证券投资策略、投资组合保险策略以及基于金融市场微观结构理论的证券投资策略等几个方面,系统梳理和综述了国内外相关文献,并指出了今后需要研究的一些方向。Securities investment strategy is very important for investors, and it’s one of the issues that do-mestic and foreign scholars focus on. Since Markowitz proposed securities portfolio theory, domestic and foreign scholars have carried out extensive and deep discussion on securities investment strategy. From the rise and development of the securities investment strategy, securities in-vestment strategy based on behavioral finance, portfolio insurance strategies and securities in-vestment strategies based on financial market microstructure theory, this paper systematically combines and reviews the domestic and foreign relevant literature, and points out some directions for future research.

关 键 词：证券投资策略 行为金融学 投资组合保险策略 金融市场微观结构 

分 类 号：F2[经济管理—国民经济]