| 企业年金基金投资:基于理论模型和实践经验的研究 |
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| 引用本文： | 李曜.企业年金基金投资:基于理论模型和实践经验的研究[J].商业经济与管理,2007(1):46-51. |
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| 作者姓名： | 李曜 |
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| 作者单位： | 上海财经大学,金融学院,上海,200433 |
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| 摘 要： | 本文回顾了西方养老基金投资领域的研究文献。国际经验研究说明企业年金的投资组合和发起企业的经营活动现金收益率有密切关系。本文提出了一个考虑发起企业的经营活动现金回报率之后的年金组合理论模型,分析了当前我国三类企业年金的投资组合现实,提出了相应政策建议。
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| 关 键 词： | 企业年金 投资组合 理论模型 经验研究 |
| 文章编号： | 1000-2154(2007)01-0046-06 |
| 修稿时间： | 11 16 2006 12:00AM |
The Investment of Corporate Pension Fund:a Study Based on Theoretical Model and Practical Experience |
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| LI Yao.The Investment of Corporate Pension Fund:a Study Based on Theoretical Model and Practical Experience[J].Business Economics and Administration,2007(1):46-51. |
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| Authors: | LI Yao |
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| Institution: | School of Finance, Shanghai University of Finance and Economics, Shanghai 200433, China |
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| Abstract: | The paper reviews the western literature on pension fund investment.The empirical study indicates that the affinity exists between the cash flow return of company and its pension's portfolio.The author advocates a pension portfolio model inspired by such an affinity.Then the paper analyses the present three investment patterns of China's pensions.The author gives policy suggestions in conclusion. |
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| Keywords: | corporate pension fund investment portfolio theoretical model empirical study |
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