| 研究生: |
吳啟新 Chi-Hsin Wu |
|---|---|
| 論文名稱: |
定期定額、定期定值與定期定股:以國內ETF為例之績效優勢分析 |
| 指導教授: | 周賓凰 |
| 口試委員: | |
| 學位類別: |
碩士 Master |
| 系所名稱: |
管理學院 - 財務金融學系在職專班 Executive Master of Finance |
| 論文出版年: | 2022 |
| 畢業學年度: | 110 |
| 語文別: | 中文 |
| 論文頁數: | 38 |
| 中文關鍵詞: | ETF 、定期定額 、定期定值 、定期定股 |
| 相關次數: | 點閱:14 下載:0 |
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| 查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
本論文探討定期定額、定期定值與定期定股的投資策略,本研究擷取前10檔ETF從上市至2022年1月止的月平均資料,帶入定期定額、定期定值、定期定股的投資策略下檢視發現,不論在全期間、近一年、近兩年、近五年、近十年、近十五年期間,定期定值都有較其他兩組投資策略表現好,而在近五年的表現更是打敗各ETF平均月報酬,也就是說在長期的表現下,定期定值的投資策略皆較其他兩組具有優勢。
This paper discusses the investment strategies of regular quota, regular fixed value and regular fixed share. This research captures the monthly average data of the top 10 ETFs from their listing to January 2022, and brings them into regular quota, regular fixed value and regular fixed share. The inspection under the investment strategy found that no matter in the whole period, the past one year, the past two years, the past five years, the past ten years, and the past fifteen years, the regular valuation has performed better than the other two groups of investment strategies. The performance in the past five years has even beaten the average monthly returns of various ETFs. That is to say, in the long-term performance, the investment strategies with regular valuation have advantages over the other two groups.
中文文獻
1.黃嘉斌 譯,定期定值投資策略,寰宇出版公司,台北市,民國98年。
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高雄大學資訊工程研究所,碩士論文。民國102年。
4.吳惠君,「國立股票型基金不定期定額投資投資方法績效研究」,國立政治
大學商學院經營管理,碩士論文。民國104年。
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