投資頻率選擇對定期定額投資策略績效影響之研究－以指數股票型基金為例

NHUIR > College of Management > Department of Finance, The M.A. Program of Financial Management > Disserations and Theses > Item 987654321/29827

Please use this identifier to cite or link to this item: http://nhuir.nhu.edu.tw/handle/987654321/29827

Title:	投資頻率選擇對定期定額投資策略績效影響之研究－以指數股票型基金為例
Other Titles:	The Study on the Effect of Investment Frequency Selection on the Performance of Dollar-Cost Averaging Investment Strategy--An Implication of Taiwan ETF
Authors:	陳彥蓉 CHEN, YAN-RONG
Contributors:	財務金融學系財務管理碩士班白宗民 PAI, TZUNG-MIN
Keywords:	定期定額;指數型股票基金;複迴歸分析 Periodic investment plan;Index stock funds;Multiple regression analysis
Date:	2023
Issue Date:	2023-11-14 13:48:01 (UTC+8)
Abstract:	本研究旨在探討一年期定期定額投資策略之時點選擇是否影響其投資績效，研究區間為2011年1月1日至2021年12月31日，共11年資料。研究樣本為台灣10家指數股票型基金ETF價格日資料，研究方法為OLS最小平方法。　　實證結果顯示：一年期定期定額投資策略之投資時點選擇對投資績效有影響且其影響方式於2018年前後存在結構性改變。　　This study aims to explore whether the investment timing selection of one-year regular fixed investment strategy affects its investment performance. The study period spans from January 1, 2011, to December 31, 2021, covering the datas of 11 years. The research sample consists of daily price data from 10 Taiwan index stock ETFs. The research methodology employed is the Ordinary Least Squares (OLS) method.　　The empirical results show that: the choice of investment timing of the one-year regular fixed investment strategy has an impact on its investment performance, and the impact method has structural changes around 2018.
Appears in Collections:	[Department of Finance, The M.A. Program of Financial Management] Disserations and Theses

Files in This Item:

File	Description	Size	Format
111NHU00304012-001.pdf		803Kb	Adobe PDF	57	View/Open
index.html		0Kb	HTML	156	View/Open

Loading...