|
OALib Journal期刊
ISSN: 2333-9721
费用：99美元
|
|
|
|
邮票投资与股票投资多元化问题研究 ――基于中国和英国的邮票价格指数研究
, PP. 87-92
Keywords: 邮票指数,股票,投资组合,分析
Abstract:
受英国SG100邮票价格指数启发,借鉴股票价格指数的建立方法,运用中国邮票互动网上提供的邮票收盘价和成交量计算出了中国邮票月度价格指数.在此基础上,将邮票价格指数的超额回报与股票价格指数的超额回报进行资本资产定价模型回归,结果显示中国邮票投资并不能为股票投资者提供多元化的可能,但英国邮票投资给中国股票投资者提供了多元化的可能,产生了超额收益,分散了风险.
| [1] | 刘桂云.浅谈邮票的投资、市场及其他[J].生意通,2010(5):80-81
|
| [2] | Liu Guiyun.On the stamp investment,market and other[J].Business Through,2010(5):80-81.
|
| [3] | 周军.如何进行邮票投资[J].价格月刊,1999(2):42-45
|
| [4] | Zhou Jun.How to stamp investment[J].Monthly Price,1999(2):42-45.
|
| [5] | Renneboog L,Houtte T V.The monetary appreciation of paintings:from realism to magritte[J].Cambridge Journal of Economics,2008,26:331-357.
|
| [6] | Taylor W M.The estimation of quality-adjusted rates of return in stamp auctions[J].The Journal of Finance,1999,38:1 095-1 110.
|
| [7] | Baumol W J.Unnatural value:or art investment as floating crap game[J].The American Economic Review,2006,76:10-15.
|
| [8] | Cardell N S,Kling J L,Petry G.Stamp returns and economic factors[J].Southern Economic Journal,1995,62:411-427.
|
| [9] | 吴晓求.证券投资学[M].3版.北京:中国人民大学出版社,2008:69-73
|
| [10] | Wu Xiaoqiu.Securities Investment[M].3rd ed.Beijing:China Renmin University Press,2008:69-73.
|
| [11] | Veld C,Veld-Merkoulova Y V.Portfolio diversification benefits of investing in stamps[J].Journal of Alternative Investments,2007,10:1-19.
|
| [12] | 詹姆期？H？斯托克.经济计量学[M].王庆石,译.大连:东北财经大学出版社,2005:110-116
|
| [13] | James H Stock.Econometrics[M].Wang Qingshi,Translated.Dalian:Dongbei University of Finance and Economics Press,2005:110-116.
|
Full-Text
|
|
Contact Us
service@oalib.com QQ:3279437679 
WhatsApp +8615387084133
|
|
