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資訊電子學刊

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篇名 視覺化之最適投資組合決策機制研究以共同基金為例
卷期 8:2
並列篇名 Model Construction and Implementation of Visual Portfolio Decision System for Mutual Funds
作者 余仁朋朱美珍王士賓
頁次 001-010
關鍵字 資訊視覺化介面設計投資組合理論風險承受度共同基金Information VisualizationInterface DesignPortfolio TheoryRisk ToleranceMutual Fund
出刊日期 201911

中文摘要

在資訊爆炸的時代裡,視覺呈現方式將有助於資訊需求者有效且精確的掌握資訊內容進而作一決策方針。現今金融市場中許多的資產類別不斷的增加,不同的資產類別有著不同的報酬與風險,投資者在眾多資產中該如何進行投資、投資標的物權重的多寡以及投資風險的程度等,另外,再加上全球金融風暴對投資市場更造成不少的衝擊。因此,本研究考量在投資多變的環境下,投資者如何運用有限資金於各類投資標的以期達到投資組合效益最佳化模式問題建構數學模式,同時透過此數學模式建置一視覺化投資機制,藉由此視覺化介面決策機制對參數值變動進行敏感度分析解讀資訊並進行決策,再利用敏感度分析圖呈現其變化,提供投資者作為投資決策之依據。

英文摘要

In the age of information exploration, visual presentation will assist people who have information demand to effectively and precisely access information content and further to make strategies. The asset categories increase constantly in today’s financial market and different asset categories have different rewards and risks. Investors pay close attention to the issues about how to invest and how much weight should they set. Moreover, serious financial crisis has impacts on investment market. Thus, this study examines how investors use limited funds in different assets to achieve optimal investment portfolio and constructs mathematical model. Through the mathematical model constructs-visual investment mechanism, the visualization interface strategy mechanism conducts sensitivity analysis and adopts strategies. Furthermore, sensitivity analysis charts presents the changes and provides investors investment strategies.

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