中国基金仓位策略的实证分析-金融学专业论文.docx

图表4一9偏股型基金仓位与实际仓位图(加入行业因子).................................................……53图表4一10股票型基金仓位与实际仓位图(加入行业因子)..................................……，.......……54图表4一n 模拟仓位与实际仓位的QQ 图1.....................……，..................................................……55图表4一12模拟仓位与实际仓位的QQ 图2 ..........................................................................……55图表4一13能源行业平均仓位与上证综合指数...........................................……，....................……56图表4一14制造行业平均仓位与上证综合指数.......................................................................……57图表 4一巧材料业平均仓位与上证指数...................……，......……，............................................……57图表4一16交运行业平均仓位与上证指数...............................................................................……58图表4一17公用事业行业平均仓位与上证指数.......................................................................……58图表4一18金融行业平均仓位与上证指数...............................................................................……59图表4一19房地产行业平均仓位与上证指数...........................................................................……59图表4一20 通信行业平均仓位与上证指数..................................……，.....……，..........................……60图表4一21 医药行业平均仓位与上证指数..............................................................................……60图表4一22可选消费品行业平均仓位与上证指数..................................................................……61图表4一23 日常消费品行业平均仓位与上证指数..................................................................……61表格3一1 GDP 与FuND 的相关矩阵…，.............................................···...·.···················‘··············……22表格3一2方程回归结果.......................................................·..····.·····························、·············……23表格3一3 GDP 单位根检验.................……，..…，.....……，...............……，····················，····················……24表格3一4 D(GDP)单位根检验..……，.......................................·.....··············································……24表格3一5 FuND 单位根检验........................................................·.......·······················，