| 基金组合风险与规模关系的实证分析 |
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| 引用本文： | 吴国锋,普继平.基金组合风险与规模关系的实证分析[J].重庆工商大学学报(社会科学版),2006,23(2):34-38. |
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| 作者姓名： | 吴国锋 普继平 |
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| 作者单位： | 1. 重庆工商大学,教务处,重庆,400067
2. 电子科技大学,管理学院,四川,成都,610054 |
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| 摘 要： | 证券投资基金通过证券的组合投资来降低投资的风险,根据基金组合投资的原理,通过随机简单等权模型对基金样本进行组合结果表明:基金组合投资者选取比较大的基金组合规模才能有效地减少组合的总风险或排除非系统性风险;由于基金管理费用等费用因素将随组合规模扩大而增加,在组合规模选取中需要权衡风险和费用的利弊,一般而言选取7-13只基金作基金组合比较合适。
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| 关 键 词： | 基金 组合投资 风险 组合规模 |
| 文章编号： | 1672-0598(2006)02-0034-05 |
| 修稿时间： | 2005年3月16日 |
Positive analysis of the relationship between funds portfolio risk and scale |
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| WU Guo-feng,PU Ji-ping.Positive analysis of the relationship between funds portfolio risk and scale[J].Journal of Chongqing Technology and Business University Social Science Edition,2006,23(2):34-38. |
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| Authors: | WU Guo-feng PU Ji-ping |
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| Abstract: | Securities investment funds decreases investment risk by using securities portfolio.According to funds portfolio investment principle and by using random simple option model to combine funds examples,the result indicates that funds portfolio investors who select bigger funds portfolio scale can effectively decrease total portfolio risk or exclude non-system risk.Because the cost factors such as funds maoagement cost will increase with the enlarging of random portfolio scale,the advantages and disadvantages of risk and cost should be measured in the selection of portfolio scale.Usually,it is suitable to select 7-13 funds to make funds portfolio. |
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| Keywords: | funds portfolio investment risk portfolio scale |
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