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私募基金量化策略属性研究 被引量:1
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作者 白浩越 韩月榕 《江苏商论》 2023年第3期95-97,101,共4页
私募证券投资基金是我国投资市场重要的工具之一。本文以私募证券投资基金的量化投资策略为切入点,从市场中主流的量化指数增强策略、市场中性策略、CTA策略出发,探讨各种策略的定义、分类、收益来源、收益特征以及策略的风险敞口与资... 私募证券投资基金是我国投资市场重要的工具之一。本文以私募证券投资基金的量化投资策略为切入点,从市场中主流的量化指数增强策略、市场中性策略、CTA策略出发,探讨各种策略的定义、分类、收益来源、收益特征以及策略的风险敞口与资产配置价值问题。在研究的过程中提出合格投资者在投资过程中的认知误区与国内代表管理机构。结合实际总结了主流私募证券投资基金策略的属性,为私募证券投资基金的发展提供理论基础。 展开更多
关键词 私募基金 市场中性 量化指数增强 CTA策略
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Temporal Variations in Growth and Aboveground Biomass of Phragmites australis and EVI Analysis in Jiaozhou Bay Coastal Salt Marshes, China 被引量:1
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作者 Xl Min KONG Fanlong LI Yue 《Journal of Resources and Ecology》 CSCD 2017年第6期641-647,共7页
To better ascertain leaf, stem and flower traits, and analyze aboveground allocation during the vegetation period, three sampling vegetation transects were settled and reed samples were collected at intervals to deter... To better ascertain leaf, stem and flower traits, and analyze aboveground allocation during the vegetation period, three sampling vegetation transects were settled and reed samples were collected at intervals to determine morphological parameters and dry and wet weights in Jiaozhou Bay wetland. Remote sensing data were also combined to evaluate regional biomass through EVI regression models. Results show that growth dynamics of leaves and stems changed during the vegetation period. Stem length increased rapidly and peaked in September(194.40 ± 23.89 cm), whereas leaf width peaked in July. There was a significantly negative correlation between stem length and stem diameter with a value of-0.785. Stem biomass was higher than that of leaves, and the maximum value of aboveground biomass was 27.17 ± 3.56 g. F/C exhibited a tendency to increase and values ranged from 0.37–0.76. The aboveground biomass of sample plots reached a peak of 2356 ± 457 g/m^2 in September. EVI was 0.05–0.5; EVI and biomass had a better fitting effect using the power-exponent model compared with other models and its function was y = 4219.30 x^0.88(R^2 = 0.7810). R^2 of the other three models ranked as linear function〉 polynomial function 〉exponent function, with the values being 0.7769, 0.7623 and 0.6963, respectively. EVI can be used to estimate vegetation biomass, and effectively solved the problems of the destructive effect to sample plots resulting from traditional harvest methods. 展开更多
关键词 aboveground biomass temporal variations enhanced vegetation index (EVI) analysis
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