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中國債券市場期限利差均值回歸策略凈值-行業數據

中國債券市場期限利差均值回歸策略凈值
中國債券市場期限利差均值回歸策略凈值
實際上，我們也可以使用，中債中短期債券全價指數和中債長期債券全價指數進行策略回測，回測同樣顯示期限利差均值回歸策略跑贏了兩個指數。
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中國債券市場期限利差均值回歸策略凈值_第1頁
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中國債券市場期限利差均值回歸策略凈值_第2頁
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中國債券市場期限利差均值回歸策略凈值_第3頁
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中國債券市場期限利差均值回歸策略凈值_第4頁
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中國債券市場期限利差均值回歸策略凈值_第7頁
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中國債券市場期限利差均值回歸策略凈值_第8頁
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中國債券市場期限利差均值回歸策略凈值_第9頁
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中國債券市場期限利差均值回歸策略凈值_第10頁
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中國債券市場期限利差均值回歸策略凈值_第11頁
中國債券市場期限利差均值回歸策略凈值_第12頁
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中國債券市場期限利差均值回歸策略凈值_第13頁
中國債券市場期限利差均值回歸策略凈值_第14頁
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中國債券市場期限利差均值回歸策略凈值_第21頁
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中國債券市場期限利差均值回歸策略凈值_第22頁
中國債券市場期限利差均值回歸策略凈值_第23頁
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中國債券市場期限利差均值回歸策略凈值_第24頁
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中國債券市場期限利差均值回歸策略凈值_第25頁
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中國債券市場期限利差均值回歸策略凈值_第26頁
中國債券市場期限利差均值回歸策略凈值_第27頁
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中國債券市場期限利差均值回歸策略凈值_第28頁
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中國債券市場期限利差均值回歸策略凈值_第29頁
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所屬報告： 宏觀經濟專題研究：榮枯有常：均值回歸下的中期大類資產配置研究-241009（18頁）.pdf
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