主房公积金沉淀资金存款收益优化研究

在我国住房公积金制度的发展与普及过程中，沉淀资金投资收益低下的问题目益明显。基于某市近年来住房公积金沉淀资金投资银行存款的数据，利用基于持续期的多目标规划模型，分析了沉淀资金存款收益与风险的变化关系，提出了提高沉淀资金收益的存款优化方案。结果表明，优化方案可在当前风险条件下使收益率提高0．213个百分点，或在风险调整的条件下使收益率提高0．518个百分占、。相关结论可为改进住房公积金沉淀资金银行存款管理策略提供支撬提高公积金沉淀资金的存款收益。

Research on Optimizing Saving Yields of Housing Provident Fund

As the policy of housing provident fund develops and extends in China, the problem of low yield on precipitation savings gradually exposes. Based on recent data from a municipal housing provident fund center, this paper proposes a method to optimize the saving yields of precipitation by using a multi-objective programming model based on duration. Results show that the method raises saving yields by 21.3 basis points on the same risk level, or by 51.8 basis points on a risk-adjusted level Such results can help housing provident fund centers improve current saving strategies to gain higher yields.