| 证券投资基金投资组合与投资策略的匹配性研究 |
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| 引用本文： | 李学峰. 证券投资基金投资组合与投资策略的匹配性研究[J]. 证券市场导报, 2006, 0(4): 46-51 |
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| 作者姓名： | 李学峰 |
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| 作者单位： | 南开大学金融学系,天津,300071 |
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| 基金项目： | 南开大学校科研和校改项目;天津市社会科学研究规划项目 |
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| 摘 要： | 对证券投资基金行为选择的研究，一直是金融经济学关注的焦点问题之一。本文对我国证券投资基金投资组合的构建和调整与其投资策略的匹配性问题进行了研究，发现绝大部分证券投资基金存在实际投资所承担的风险远远偏离其投资策略所表明的风险偏好类型。同时，由于市场环境的变化，无论是风险偏好型还是风险中性的基金，在实际投资中大多转型成了风险规避型基金。
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| 关 键 词： | 证券投资基金 投资组合 投资策略 匹配性 |
Matchability of Investment Portfolio and Investment Strategy |
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| Li Xuefeng. Matchability of Investment Portfolio and Investment Strategy[J]. Securities Market Herald, 2006, 0(4): 46-51 |
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| Authors: | Li Xuefeng |
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| Abstract: | Conduct of securities investment funds has always been a focus of concern in financial economics. The author conducts a research on matchability of the composition and adjustment of Chinese securities investment portfolio with their investment strategies. Studies reveal that actual risks borne by most investment funds far depart from the level of risks prescribed in the strategic plans. Meanwhile, in response to the changing market, whether it be funds of high or medium risks, most have been diverted into risk averse |
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| Keywords: | securities investment funds investment portfolio investment strategy matchability |
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