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| 基于分析师指数基金的证券投资风险与收益探究 |
| Research on the Risk and Return of Securities Investment Based on Analyst Index Fund |
| 投稿时间：2023-02-13 |
| DOI：10.16018/j.cnki.cn32-1499/c.202303009 |
| 中文关键词: 证券投资 分析师指数基金 风险 收益 |
| 英文关键词: securities investment analyst index fund risk profit |
| 基金项目:安徽高校人文社会科学研究项目重大项目(SK2019ZD55)。 |
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| 中文摘要: |
| 基于中国证监会认可的信息披露机构和媒体的相关原始数据，通过方差分解模型、跟踪误差模型、灰色预测模型对于分析师指数基金证券投资风险的定量分析，对其历史收益情况进行评价，并对未来几个季度的收益进行了预测，最后提出指数基金进一步发展的对策和建议。 |
| 英文摘要: |
| Based on the relevant original data of information disclosure institutions and media recognized by China Securities Regulatory Commission, this paper makes a quantitative risk analysis of analyst index fund′s securities investment through variance decomposition model, tracking error model and grey prediction model, evaluates its historical income, and forecasts the income in the next few quarters; Finally, it puts forward the countermeasures and suggestions for the further development of index fund. |
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