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针对基金的投资组合问题,提出了两阶段分析法:将原始成分股的波动分析与基金组合的分析分离,并以此提出了最大联合熵优化模型.通过Copula熵与联合熵之间的联系,建立了两者之间的转化关系,提出了基于Copula熵的研究方法.由于基金类的金融产品在我国属于新兴金融产品,且缺少其本身的历史数据作为投资参考,方法可以帮助投资者通过成分股信息分析基金组合,并构建适当的投资策略.
Aiming at the problems of the fund portfolio, a two-stage analysis method is proposed, which separates the volatility analysis of the original constituent stocks from the analysis of the fund portfolio, and proposes the maximum joint entropy optimization model.Through the relationship between Copula entropy and joint entropy, Established the conversion relationship between the two and put forward the research method based on Copula entropy.As the financial products of the fund belong to the emerging financial products in our country and lack their own historical data as the investment reference, the method can help investors through the composition Stock Information Analyze the portfolio and build an appropriate investment strategy.