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中文摘要：
本文基于完全自适应集合经验模态分解（CEEMDAN）和希尔伯特谱分析,对沪深300指数（000300.SH）和主动偏股型开放式基金指数（H11022.CSI）进行了趋势分解和不同时间尺度的波动分析,研究对比了我国股票和基金市场的收益和风险。结果表明：我国基金市场的期望收益率远比股票市场高,风险却小于股票市场。随后解释了出现这种现象的现实原因,并为我国投资者提供了操作上的建议。
英文摘要：
Based on complete ensemble empirical mode decomposition with adaptive noise,combined with Hilbert spectrum,we decompose the csi 300 index and the open-ended funds index and then analyze their volatility of different cycles in order to compare their risk and return. The empirical results show that the expected return of funds is much higher than that of stocks,while the risk of funds is lower than that of stocks. Finally we explain the reason behind this phenomenon and offer some suggestions to the investors in China.
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