dc.contributor.advisor | 劉文卿 | zh_TW |
dc.contributor.author (Authors) | 陳儒君 | zh_TW |
dc.creator (作者) | 陳儒君 | zh_TW |
dc.date (日期) | 2009 | en_US |
dc.date.accessioned | 8-Dec-2010 16:06:32 (UTC+8) | - |
dc.date.available | 8-Dec-2010 16:06:32 (UTC+8) | - |
dc.date.issued (上傳時間) | 8-Dec-2010 16:06:32 (UTC+8) | - |
dc.identifier (Other Identifiers) | G0963560331 | en_US |
dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/49660 | - |
dc.description (描述) | 碩士 | zh_TW |
dc.description (描述) | 國立政治大學 | zh_TW |
dc.description (描述) | 資訊管理研究所 | zh_TW |
dc.description (描述) | 96356033 | zh_TW |
dc.description (描述) | 98 | zh_TW |
dc.description.abstract (摘要) | 指數股票型基金(Exchange-Traded Fund,簡稱ETF)成為投資者重要的投資工具之一,本研究設計一個ETF 投資策略之應用架構,供開發者建置ETF 投資策略系統,且可快速地將新的ETF 投資策略增加到系統中。投資者操作系統選擇適用之ETF 投資策略,可得到系統提供的投資組合作為決策參考。本研究先依投資決策過程分析ETF 投資策略,接著針對各ETF 投資策略及其投資規則,提出一套共通流程及流程內所需基本功能。最後,依此共通流程及各功能提出三層式的應用架構,說明架構中核心物件及執行流程,同時在系統基本功能提出設計上建議,供使用者開發時有所參考。 | zh_TW |
dc.description.tableofcontents | 壹、 研究緒論………………………………………………… 1 一、 研究背景及動機…………………………………………… 1 二、 研究目的…………………………………………………… 1 三、 研究範圍…………………………………………………… 1 四、 研究流程…………………………………………………… 2貳、 文獻探討………………………………………………… 3 一、 指數股票型基金之探討…………………………………… 3 二、 投資策略之探討…………………………………………… 10 三、 應用架構之探討…………………………………………… 12 四、 設計樣式之探討…………………………………………… 13參、 研究方法………………………………………………… 15 一、 研究架構………………………………………………… 15 二、 研究方法………………………………………………… 16肆、 應用架構分析設計與結果……………………………… 20 一、 依投資決策過程分析ETF投資策略…………………… 20 二、 分析各ETF投資策略及其投資規則…………………… 23 三、 設定投資規則及ETF投資策略………………………… 24 四、 提出共通流程及基本功能……………………………… 25 五、 ETF投資策略應用架構………………………………… 35 六、 核心元件互動…………………………………………… 40 七、 基本功能設計…………………………………………… 43 八、 實際案例模擬…………………………………………… 46伍、 結論與建議……………………………………………… 51 一、 研究結論…………………………………………………… 51 二、 研究限制…………………………………………………… 51 三、 未來研究方向……………………………………………… 51參考文獻………………………………………………………… 52 | zh_TW |
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dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en_US | - |
dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0963560331 | en_US |
dc.subject (關鍵詞) | 指數股票型基金 | zh_TW |
dc.subject (關鍵詞) | 投資策略 | zh_TW |
dc.subject (關鍵詞) | 應用架構 | zh_TW |
dc.title (題名) | 指數股票型基金投資策略下應用架構之探討 | zh_TW |
dc.type (資料類型) | thesis | en |
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