จำนวน Repository ( 2 )
พฤติกรรมของนักลงทุนในกองทุนรวมหุ้นระยะยาว LTF : กรณีศึกษาบริษัทหลักทรัพย์จัดการกองทุนกรุงศรี จำกัด
This study aims to study the client’s investment behavior in the Long-Term Equity Fund: LTF the clients invest in Krungsri Asset Management Company classified on demographic factors and to study different behavior of individual investor. The sample used in this study includes investors who invest in long-term equity fund (Krungsri’s LTF) amounting to 71518 investors. The sampled people derive from the Taro Yamane’s formula as Convenience sampling method that the confident level is 95% and the tolerance’s acceptance in the selection of the samples is 5% numbered 397 investors. The data collection did during October 2015 which evaluated and analyzed data using statistical software. This study analyzes by using statistics and percentage. This study found that most investors are females aged between 31-40 years married status get a bachelor’s degree have monthly revenue between 15000-30000 baht and their careers are government officers. In terms of investment found that most investors choose a long-term mutual fund (70:30 of dividend). On average each of the investors have investment value approximately 10000 baht per time or less than there is an average investment period over five years and the times to invest in the investment portfolio are the gradual purchases throughout the year. Regarding to the total investment in the mutual fund investors invest about 1-2 locations. In term of the loss’s acceptance has risk level around 10-20%. The investment objective is to receive tax benefits. For suggestions from the research results the asset management company should conduct these investment behaviors to make consideration on creating new products that are suitable for the investment this also reassure investors that their investments will bring benefits and have low risk in addition the confidence in the firmly fixed income and these investments do not cause adverse effects in a long-term investment. This research also makes choices in the matter of the benefits’ payment risk assessment in investment time to invest and so on. In order the fact that investors have choices to invest in the versatile mutual fund.
การเลือกฟังก์ชันการแจกแจงความน่าจะเป็นสะสมสำหรับแนวโน้มเพื่อสร้างตัวแบบสำหรับวิเคราะห์ข้อมูลอนุกรมเวลาหลายๆตัวพร้อมกันที่มีค่า อัตตสหสัมพันธ์แนวโน้ม และค่าผิดปกติ ด้วยวิธีของเบย์: กรณีศึกษาราคาหุ้นที่มีความผันผวนของตลาดหลักทรัพย์แห่งประเทศไทย
The objective of this research is to select a proper cumulative function for trend in an analysis of simultaneous multiple time series data with autocorrelation trend and outliers using a Bayesian method. The proposed model is applied to fluctuate stock price data in the stock exchange of Thailand. The data consist of the closing prices of 5 stocks. The algorithms are written in OpenBUGS and the performance of the model is evaluated via a simulation study in R. The cumulative distribution functions considered here are a Weibull cumulative distribution function and an exponential cumulative distribution. They are compared using RMSE MAPE and MAE as criteria. The research found that an exponential cumulative function for trends gives smaller values of the three criteria in both model fitting and model validation for the4 stocks EA NWR and KTB. However a Weibull cumulative distribution function gives smaller values of three criteria for the PTT in both model fitting and model validation.