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首页> 外文期刊>International Journal of Innovative Computing Information and Control >EMPIRICAL ANALYSES OF THE 'DOGS OF THE DOW' STRATEGY: JAPANESE EVIDENCE
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EMPIRICAL ANALYSES OF THE 'DOGS OF THE DOW' STRATEGY: JAPANESE EVIDENCE

机译：“道指的狗”策略的实证分析：日本证据

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摘要

In the stock market, one of the aims of investors is to outperform market benchmarks such as NIKKEI 225. However, in the Japanese stock market, even professional fund managers have failed to achieve this. To overcome this difficulty, we propose the application of the "Dogs of the Dow" investment strategy to the Japanese stock market and analyze its performance on the basis of 1981-2010 data. The results show that on an average, this strategy is superior to NIKKEI 225 and is statistically significant at a 95% confidence level. We also examine the performance of this strategy for various aspects. In conclusion, the Dogs of the Dow strategy can be a successful and easy-to-practice investment strategy in the Japanese market.
机译：在股市中，投资者的目标之一是跑赢诸如NIKKEI 225之类的市场基准。但是，在日本股市中，即使是专业的基金经理也未能实现这一目标。为了克服这一困难，我们建议将“道指的狗”投资策略应用于日本股市，并根据1981-2010年的数据分析其表现。结果表明，平均而言，该策略优于NIKKEI 225，并且在95％的置信度上具有统计学意义。我们还将检查该策略在各个方面的表现。总之，道指的策略可以成为日本市场上成功且易于实践的投资策略。

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