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Title

CFA中国上海 | 后续教育讲座“中国股票市场有效性、投资者和投资代理”

Event Description

本次讲座,CFA中国上海有幸邀请到迟业光教授与大家分享他在CFA协会亚太区金融研究平台(CFA Institute Asia-Pacific Research Exchange​)上发布的《Private Information in the Chinese Stock Market: Evidence from Mutual Funds and Corporate Insiders 一文。该文章在澳大利亚悉尼举办的第29Australasian Finance and Banking Conference 中获得了CFA协会最佳研究报告奖。全文可点击此处查看。

迟教授通过研究两组中国股市投资者来考察市场的有效性:

(1)中国主动管理型股票基金业绩在考虑过市场因子、市值因子、价值因子和动量因子之余仍然优于被动基准的表现;​

(2)中国公司重要股东的交易表现也优于市场。重要股东的私有信息对于国企和高波动率的股票影响更大。

此外,股票基金成功择时市值因子。其对市值因子的择时能力是业绩持续性的重要渠道,尤其是对于高阿尔法的基金。鉴于市场参与者投资水品的差异,迟教授建议中国散户做更多的投资代理与被动投资。

Event Type

Educational

Education Topic

Equity Investments

Start Time

2017/6/6 19:00

End Time

2017/6/6 20:30

City

上海

State/Province

 

Event Country

China

Event Region

Asia Pacific

Location Info

​上海市浦东新区陆家嘴环路333号金砖大厦(原东方汇经中心)701教室

Room 701, Brick Tower(Former Oriental Financial Center), No. 333 Lujiazui Ring Road, Shanghai.

Speaker

迟业光

CE Credits

1.0

SER Credit

.00

Currency

CNY

Candidate Cost

0

Registration

​http://cn.mikecrm.com/8ymaAsf​

All Day Event

 

Recurrence

 

Cost

0

Member Cost

0

Non-Member Cost

0

End

2017/6/6 20:30

Attachments

Flyer_SHG CE Seminar_20170606.pdf    
Content Type: MyCFA Calendar
Created at 2017/5/10 13:57 by yanying.gao@cfa-china.org.cn[CASMSTS:username]
Last modified at 2017/5/24 9:49 by yanying.gao@cfa-china.org.cn[CASMSTS:username]