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Convexity based hedge with Treasury futures : Model and numerical analysis
Authors
付龙波
时勘
+3 more
李启亚
范红霞
许均华
Publication date
1 January 2005
Publisher
Abstract
本研究采用分层抽样的调查方法,从南方证券有限公司所属的70多家营业部抽取了1840名股票个体投资者,进行了有关投资风险认知特征的问卷调查.结果发现,我国个体投资者存在着风险事件认知普遍偏低的情况,在追高风险和过度投机风险方面表现尤为突出,而股龄较长、资金拥有量较大的个体投资者对追高和过度投机的风险认知更为偏低.有关投资行为预测模型的分析结果表明,投资者的风险认知对投资绩效(含股市满意度和再投资行为)有较显著的正效应,政策信息、信息不对称性、上市公司信息发布对投资者风险认知有显著的正效应,上市公司回报和再分配对风险认知存在负效应影响.为此,提出了在市场监管和舆论宣传中对于个体投资者进行教育引导的建议
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Institute of Psychology,Chinese Academy Of Sciences
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oai:ir.psych.ac.cn:311026/2699
Last time updated on 08/08/2019
Institutional Repository of Institute of Psychology, Chinese Academy of Sciences
See this paper in CORE
Go to the repository landing page
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oai:ir.psych.ac.cn:311026/2698
Last time updated on 25/07/2018