台指期單一部位持有者之投資行為與獲利性分析

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Title:	台指期單一部位持有者之投資行為與獲利性分析
Authors:	段仁誠;Tuan,Jen-Cheng
Contributors:	財務金融學系在職專班
Keywords:	期貨交易;教育程度;交易方式;持有天數;職業別;展望理論;年齡;性別;futures trading;gender;age;degree of education;terms of trade;futures owning days;career;prospect theory
Date:	2016-06-27
Issue Date:	2016-10-13 13:50:04 (UTC+8)
Publisher:	國立中央大學
Abstract:	本研究乃針對期貨交易投資人，去觀察其投資行為。再利用整理資料的方式，先歸納出可能影響投資人的因素，並以敘述統計法搭配多迴歸分析法來分析研究的結果。樣本的收集是從各全省分公司各選出一位客戶，忽略策略單及複式單，以持有單一台指期部位的客戶為主體。除了觀察各客戶的交易背景，如性別、年齡、教育程度、交易方式、持有天數，職業別是否會影響到期貨交易投資的績效之外，也連帶觀察客戶投資獲利虧損與展望理論的關聯。論文除探討這些因素影響的比重層面以外，也探討是否能連帶影響獲利關係，以及其所影響的程度。期望能做為一般投資人的參考，找出有利的因素並剔除較差的因素，以便在期貨市場能有績效平滑極大化。 ;This study aims to observe the investment behavior of futures trading investors, and to conclude the factors which mayaffect investors by the method of arranging data and to analyze the result of the study by the method of descriptive statistics matching with multiple recession analysis. The samples were from customers who were selectedby the method of one customer for branch companies of corporations, omitting strategy sheet and compound sheet and owning singlefuture. Besides observing whether the trading backgrounds, such as gender, age, degree of education, terms of trade, futures owning days and career of various customers would affect the performance of futures trading investment, the study also observes the relationship between the gain and loss of investment and the prospect theory. Besides discussing the proportion of influence of these factors, this study also discusses whether they would affect relationshipof making profit and its influencing degree. It isexpected to be a reference for ordinary investors to find out beneficial factors and eliminate disadvantageous factors to maximize the smoothness of performance in the futures market. Key words: futures trading, gender, age, degree of education, terms of trade, futures owning days, career and prospect theory.
Appears in Collections:	[Executive Master of Finance Management] Electronic Thesis & Dissertation

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