|
|||||
|
|
| 开放式基金风险资产最佳持有规模的确定 | |
| 引用本文： | 黄学庭,张群. 开放式基金风险资产最佳持有规模的确定[J]. 北京航空航天大学学报(社会科学版), 2003, 16(2): 41-44 |
| 作者姓名： | 黄学庭 张群 |
| 作者单位： | 1. 上海大学,商管学院,上海,201800 2. 北京科技大学,管理学院,北京,100083 |
| 基金项目： | Determination of the Open-end Fund Optimal Holding Scale of Risky Assets |
| 摘 要： | 开放式基金是当今全球投资基金的主流形式。基于开放式基金面临的风险特征,分别对无负载基金和负载基金风险资产最佳持有规模问题进行了研究,并建立了相应的模型。 |
| 关 键 词： | 开放式基金 赎回需求 风险厌恶 |
| 文章编号： | 1008-2204(2003)02-0041-04 |
| 收稿时间： | 2002-09-24 |
| 修稿时间： | 2002-09-24 |
Determination of the Open-end Fund Optimal Holding Scale of Risky Assets |
|
| HUANG Xue-ting,ZHANG Qun. Determination of the Open-end Fund Optimal Holding Scale of Risky Assets[J]. Journal of Beijing University of Aeronautics and Astronautics(Social Sciences Edition), 2003, 16(2): 41-44 | |
| Authors: | HUANG Xue-ting ZHANG Qun |
| Affiliation: | 1. College of International Business and Administration, Shanghai University , Shanghai 201800, China; 2. School of Management, Beijing University of Science and Technology, Beijing 100083, China |
| Abstract: | Open-end funds are today's main form of global mutual funds. Based on the risk characteristics faced by open-end funds, this paper studied the no-load and load funds' optimal holding scale of risky assets, and developed the relevant models. |
| Keywords: | open-end funds redemption demand risk aversion |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |
| 点击此处可从《北京航空航天大学学报(社会科学版)》浏览原始摘要信息 | |
| 点击此处可从《北京航空航天大学学报(社会科学版)》下载全文 | |