本文關(guān)鍵詞： 資本市場(chǎng) 統(tǒng)計(jì)指數(shù) 指數(shù)投資 金融衍生品　出處：《中國(guó)海洋大學(xué)》2012年碩士論文　論文類型：學(xué)位論文

【摘要】：中國(guó)資本市場(chǎng)從誕生那天就一直處在中國(guó)經(jīng)濟(jì)改革和發(fā)展的前沿，它推動(dòng)了中國(guó)經(jīng)濟(jì)體制的改革和社會(huì)資源的優(yōu)化配置。隨著我國(guó)國(guó)民經(jīng)濟(jì)的不斷發(fā)展，資本市場(chǎng)逐步成長(zhǎng)壯大，其在國(guó)民經(jīng)濟(jì)中發(fā)揮作用的范圍和程度也日益擴(kuò)大和提高。 中國(guó)資本市場(chǎng)發(fā)展迅速，1978年，中國(guó)經(jīng)濟(jì)體制改革全面啟動(dòng)，伴隨股份制經(jīng)濟(jì)的發(fā)展，中國(guó)資本市場(chǎng)開(kāi)始萌生。1992年10月，國(guó)務(wù)院證券管理委員會(huì)和中國(guó)證監(jiān)會(huì)成立，標(biāo)志著中國(guó)資本市場(chǎng)開(kāi)始逐步納入全國(guó)統(tǒng)一監(jiān)管框架，全國(guó)性市場(chǎng)由此形成并初步發(fā)展。二十年間，中國(guó)資本市場(chǎng)從無(wú)到有，從小到大，從區(qū)域到全國(guó)，得到了迅速的發(fā)展，它走過(guò)了一些成熟資本市場(chǎng)幾十年甚至是上百年的道路�？偨Y(jié)中國(guó)資本市場(chǎng)的發(fā)展經(jīng)驗(yàn)，研究其發(fā)展軌跡與趨勢(shì)，對(duì)繼續(xù)保持資本市場(chǎng)的發(fā)展速度，加快中國(guó)國(guó)民經(jīng)濟(jì)建設(shè)具有重要意義。 目前，學(xué)術(shù)界中研究中國(guó)資本市場(chǎng)發(fā)展水平的成果很多，，但大多屬于定性分析，定量研究的非常鮮見(jiàn)。本文將統(tǒng)計(jì)學(xué)的“指數(shù)”概念引入資本市場(chǎng)的研究，直觀地衡量中國(guó)資本市場(chǎng)的發(fā)展水平。選取資本市場(chǎng)發(fā)展單個(gè)指數(shù)衡量指標(biāo)，運(yùn)用適合中國(guó)資本市場(chǎng)發(fā)展特點(diǎn)的指數(shù)模型，加以主觀分析法即層次分析法，與客觀分析法即熵權(quán)法相結(jié)合賦予權(quán)重，編制中國(guó)資本市場(chǎng)發(fā)展指數(shù)以及中國(guó)資本市場(chǎng)交易指數(shù)，旨在科學(xué)、客觀地記錄中國(guó)資本市場(chǎng)的發(fā)展歷史及其發(fā)展規(guī)律，希望能為日后關(guān)于資本市場(chǎng)的研究提供新思路。 本文總共分為五章，思路如下： 第一章：國(guó)內(nèi)外指數(shù)研究發(fā)展現(xiàn)狀。對(duì)中國(guó)資本市場(chǎng)發(fā)展指數(shù)的概念進(jìn)行界定；梳理了指數(shù)編制的方法；介紹了目前常用的經(jīng)濟(jì)指數(shù)為后文的研究奠定理論基礎(chǔ)。 第二章：資本市場(chǎng)子市場(chǎng)分析。從資本市場(chǎng)的內(nèi)涵出發(fā)，論述了股票市場(chǎng)、債券市場(chǎng)、期貨市場(chǎng)、證券投資基金以及中長(zhǎng)期借貸市場(chǎng)的特點(diǎn)與作用，選取相應(yīng)的個(gè)體指數(shù)指標(biāo)。 第三章：中國(guó)資本市場(chǎng)發(fā)展指數(shù)要素分析。確定了指數(shù)所包含的指標(biāo)；運(yùn)用主觀與客觀相結(jié)合的方法為指標(biāo)賦權(quán)。 第四章：中國(guó)資本市場(chǎng)發(fā)展指數(shù)編制及應(yīng)用。運(yùn)用合適的指數(shù)編制方法，構(gòu)建出中國(guó)資本市場(chǎng)發(fā)展指數(shù)與中國(guó)資本市場(chǎng)交易指數(shù)；說(shuō)明了指數(shù)的應(yīng)用領(lǐng)域。 第五章：結(jié)論。對(duì)本文的研究?jī)?nèi)容進(jìn)行總結(jié) 本文的創(chuàng)新之處在于： 第一，首次將“指數(shù)”研究方法運(yùn)用于資本市場(chǎng)發(fā)展的分析。編制中國(guó)資本市場(chǎng)發(fā)展指數(shù)，繪制資本市場(chǎng)發(fā)展指數(shù)圖，并且根據(jù)所編制的指數(shù)對(duì)我國(guó)資本市場(chǎng)的發(fā)展進(jìn)行預(yù)測(cè)。 第二，對(duì)于統(tǒng)計(jì)指數(shù)的應(yīng)用過(guò)程，創(chuàng)新性的進(jìn)行賦權(quán)，摒棄以往采用歷史數(shù)據(jù)組合作為權(quán)重的方法，而是將主觀與客觀賦權(quán)方法結(jié)合使用，科學(xué)的對(duì)個(gè)體指標(biāo)進(jìn)行賦權(quán)，綜合編制總指數(shù)。 由于本人能力和時(shí)間所限，本文仍然有許多待改進(jìn)之處。希望本文的研究成果能夠起到“拋磚引玉”的作用，使中國(guó)資本市場(chǎng)的發(fā)展理論得到更加深入的研究，以更好地為國(guó)民經(jīng)濟(jì)的發(fā)展提供支持。
[Abstract]:China capital market from the birth of that day has been at the forefront of China economic reform and development, it promotes the reform of optimal allocation of China economic system and social resources. With the continuous development of our national economy, the capital market is growing gradually, and the effect of the scope and extent of expanding and improving in the national economy.
Chinese rapid development of capital market, in 1978, China economic reform started, with the development of joint-stock economy, capital market China initiation.1992 in October, the Securities Regulatory Commission of the State Council and the China Commission was established, marking the Chinese capital market began to gradually into the national unified regulatory framework, the national market thus formed and developed. Twenty years, Chinese capital market from scratch, from small to large, from regional to national, has been developing rapidly, it has passed by some mature capital market and even hundreds of years of road for decades. Chinese summed up the experience of the capital market, the research of the development and trend of development path, continue to maintain the speed of the capital market, has important China speeding up the construction of national economy.
At present, a lot of study on the development level of capital market Chinese academic achievements, but most of them are qualitative and quantitative research are rare. The statistical "index" concept into the capital market research, the development level of capital market directly measure Chinese. The choice of capital market development of a single index measure, using the index model suitable for the development of the capital market to China characteristics, subjective analysis, the analytic hierarchy process, and objective analysis method combining entropy method to give weight to prepare Chinese capital market development index and Chinese capital market index, in order to objectively record the history of science, and the development law of China capital market, hoping to provide a new way to study on the capital market day.
This article is divided into five chapters, which are as follows:
The first chapter: the status quo of index research at home and abroad, defines the concept of China's capital market development index, combs the method of index compilation, and introduces the commonly used economic index, laying the theoretical foundation for later research.
The second chapter: analysis of the capital market. Starting from the connotation of city scene of the capital market, the stock market, bond market, futures market, securities investment fund and the long-term loan market characteristics and function, selecting the individual index accordingly.
The third chapter: the analysis of the index elements of China's capital market development. The index is determined, and the method of combining subjective and objective is used to empower the index.
The fourth chapter: the compilation and application of China's capital market development index. By using appropriate index compilation method, the index of China's capital market development and China's capital market transaction index are constructed, and the application area of index is explained.
The fifth chapter: conclusion. Summary of the research content of this article
The innovation of this article lies in:
First, the index method is applied to the analysis of capital market development for the first time. The index of China's capital market development is drawn up, and the index chart of capital market development is drawn, and the development of China's capital market is forecasted according to the index compiled.
Second, for the application process of statistical index, we should empower innovatively, discard the past method of using historical data combination as weight, but combine subjective and objective weighting methods, scientifically weighting individual indicators, and comprehensively compiling total index.
Due to the limitation of my ability and time, this paper still has much to be improved. I hope this research can play some role, so that the development of capital market theory China get more in-depth research, in order to better serve the development of the national economy to provide support.

【學(xué)位授予單位】：中國(guó)海洋大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F832.5;F224

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