关于四因素模型的行业资产配置

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1、KEYWORDS:Sectorallocation,AnalyticHierarchyProcess,Forecastofindustrys’indexfutureyield,MVOⅣ目录摘要·······························································································VABSTRACT···························································

2、··························VII引言·······························································································11.1提出行业资产配置·······································································11.2文献综述··········································

3、·········································21.2.1投资组合理论现代简述···························································21.2.2资产配置理论研究································································61.2.3资产配置模型分类及比较················································

4、·······71.2.4国内资产配置在行业层面的研究···············································71.2.5四因素模型产生的原因及发展过程···········································81.2.6四因素模型国内外相关文献综述·············································101.3本文的研究思路与工作·········································

5、······················111.4本章小结··················································································12第二章行业资产配置可行性分析···························································132.1必要性分析·····························································

6、··················132.2可行性分析···············································································142.3行业资产配置的可行性与必要性实证研究········································142.3.1行业配置实证结果与分析······················································152.3.2行业层面中性假定的检

7、验······················································162.3.3行业配置中非系统风险的检验················································162.4本章小结···············································································17第三章层次分析法下的行业选择模型······························

8、·······················183.1中国经济分析············································································183.1.1周期中的政策驱动······························································