指數不只是大盤？拆解動態指數、主動被動的界線！ Andrew Lo_What is an index 2016

from 論文投資學 Quantified Dialogues · host J&A

這裡是論文投資學 Quantified Dialogues，每周探討有意思的投資學術論文和我們一起踏入投資的專業世界論文大綱: 這份資料主要探討了金融指數的演變，從傳統的市值加權指數到新興的「動態指數」。作者提出了一種功能性的新指數定義，內文討論:為什麼傳統指數大多採用市值加權？這樣真的比較好嗎？什麼是動態指數（dynamic index）？跟傳統被動投資有什麼差別？文章提到 CAPM 和 EMH，這些理論對指數投資到底有什麼幫助？指數需要完全公開透明、可投資、系統化，這三個條件是誰決定的？有例外嗎什麼是回測偏誤（backtest bias）？會害投資人怎樣？主動風險管理跟被動投資可以同時存在嗎？會不會互相衝突？為什麼作者覺得傳統的“buy and hold”策略在現在可能不夠用？那如果有那麼多種新的策略型指數，該怎麼挑？有什麼判斷原則？看起來新型指數風險好像比較高，對像我這種新手是不是更危險？資料來源: What is an index (Andrew Lo, 2016) Powered by Firstory Hosting

Episode metadata supplied by the publisher feed · Published Jul 1, 2025

Embed this episode

Attribution link and audio player

Ready to play

指數不只是大盤？拆解動態指數、主動被動的界線！ Andrew Lo_What is an index 2016

0:00 13:47

1×

No transcript for this episode yet

We transcribe on demand. Request one and we'll notify you when it's ready — usually under 10 minutes.

Share this episode

Similar Episodes

No similar episodes found.

Similar Podcasts

Crypto Education Cypher Funk Elevate your crypto game with the University's Audio Channel! Enjoy free education that uncovers the secrets of blockchain and investment strategies. Perfect for all levels – unlock your potential in the crypto world now!__00___¡Eleva tu juego cripto con el Canal de Audio de la Universidad! Disfruta de educación gratuita que revela los secretos de la cadena de bloques y las estrategias de inversión. Perfecto para todos los niveles – ¡desbloquea tu potencial en el mundo cripto ahora!__00___提升你的加密游戏，加入大学音频频道！享受免费教育，揭示区块链的秘密和投资策略。适合所有水平的人士——现在就在加密世界中释放你的潜力吧！ Oliver Bardwell Podcast Oliver Bardwell Welcome to ”The Oliver Bardwell Podcast,” where insightful conversations converge. Join me, Oliver Bardwell, author, speaker, and seeker of wisdom, as I engage in thought-provoking dialogues that span spirituality, unity, and diverse perspectives. Delve into respectful discussions with legislators, doctors, education experts, and guests from every corner of life, as we explore a myriad of intriguing topics. From the heart of Iowa to the world, let’s embark on a journey of discovery and understanding together. Albert英语研习社 Albert英语研习社欢迎关注微信公众号「Albert英语研习社」获取节目文本和更多原创英语学习内容。关于Albert ●没有名牌大学背景，没有英语专业背景 ●没有国外留学经历，没有英语生活环境 ●22岁成为500强公司英文讲师，录音素材全球员工使用 ●24岁自学成为同声传译 ●25岁为瑞士总统翻译

Frequently Asked Questions

How long is this episode of 論文投資學 Quantified Dialogues?

This episode is 13 minutes long.

When was this 論文投資學 Quantified Dialogues episode published?

This episode was published on July 1, 2025.

Can I download this 論文投資學 Quantified Dialogues episode?

Yes. Use the download control on the episode player to save the publisher-provided media file.

URL copied to clipboard!