| 保险资金的证券投资绩效分析 |
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| 引用本文： | 樊,锐.保险资金的证券投资绩效分析[J].保险研究,2011(6):30-35. |
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| 作者姓名： | 樊 锐 |
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| 作者单位： | 北京大学 |
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| 摘 要： | 本文回顾了保险资金在证券投资领域的政策变化历程，分析了保险资金运用效率与基金业绩评价的诸多不同，指出了基于资产组合优化理论的保险资金评价方法的不足，提出用影子组合法，作为一种正向制度激励，对保险资金运用效率进行评价，并基于该方法对三家上市保险公司的资金运用效率进行了比较。
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| 关 键 词： | 保险资金 证券投资 绩效 |
Analysis on the securities investment performance of insurance fund |
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| Fan Rui.Analysis on the securities investment performance of insurance fund[J].Insurance Studies,2011(6):30-35. |
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| Authors: | Fan Rui |
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| Abstract: | This paper reviewed the evolution of regulatory policies on insurance funds investment into various securities,analyzed the differences of performance between insurance funds and securities funds,and pointed out the drawbacks of the insurance fund evaluation method based on the portfolio optimization theory.It suggested to apply the reflection portfolio method to positively incentivize and evaluate the performance.It also compared the securities investment performances of three listed insurance companies using this method. |
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| Keywords: | insurance fund securities investment performance |
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