| 社保基金分账户投资策略 |
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| 引用本文： | 刘慧宏.社保基金分账户投资策略[J].宁波大学学报(人文科学版),2014,0(4):90-94. |
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| 作者姓名： | 刘慧宏 |
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| 作者单位： | (宁波大学 商学院,浙江 宁波 315211) |
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| 基金项目： | 国家社科基金项目(12BGL029);浙江省自然科学基金项目(LY12G01006) |
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| 摘 要： | 社保基金五大账户在筹资方式、使用方式和投资要求方面各有异同，形成既独立又联系的关联账户，在投资时需要进行分账户投资。结合安全首要准则建立了分账户组合投资选择模型，指导社保基金投资。社保基金分账户组合投资策略通过精确化风险承受水平、降低安全准备金、减少市场摩擦条件影响，提高社保基金投资效率，并使得投资策略更易于在各个分账户中实行。
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| 关 键 词： | 社保基金 分账户组合投资 投资效率 |
Optimal Investment Strategies with Sub-accounts for the Social Security Fund |
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| LIU Hui-hong.Optimal Investment Strategies with Sub-accounts for the Social Security Fund[J].Journal of Ningbo University(Liberal Arts Edition),2014,0(4):90-94. |
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| Authors: | LIU Hui-hong |
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| Institution: | (Faculty of Business, Ningbo University, Ningbo 315211, China) |
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| Abstract: | Being different in the mode of fund pooling, operation methods and investment requirements, the five accounts of the social security fund are separated yet connected with each other and need to be invested separately. The thesis puts forward a portfolio optimization model with sub-accounts to direct the investment. The model can improve the investment efficiency and help to realize the portfolio among the sub-accounts by specifying risk tolerance, reducing the liquidity reserve and market friction |
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| Keywords: | social security fund sub-portfolio investment efficiency |
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