| 金融衍生产品对对冲基金资产管理业务的影响 |
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| 引用本文： | 陈继武. 金融衍生产品对对冲基金资产管理业务的影响[J]. 特区经济, 2006, 210(7): 105-107 |
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| 作者姓名： | 陈继武 |
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| 作者单位： | 厦门大学,金融系,福建,厦门,361005 |
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| 摘 要： | 金融衍生产品的大量涌现,给对冲基金提供了更加灵活多样的投资策略和产品设计方案,本文将在分析衍生产品风险收益特征的基础上,从投资组合理论出发研究衍生产品的出现对投资组合前沿,以及投资者投资策略的影响,以加强基金管理人对衍生产品在对冲基金资产管理业务发展中的认识。
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| 关 键 词： | 衍生产品 对冲基金 有效边界 投资策略 |
Finance derivates'''' influence on fund asset management business |
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| Chen Ji Wu. Finance derivates'''' influence on fund asset management business[J]. Special Zone Economy, 2006, 210(7): 105-107 |
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| Authors: | Chen Ji Wu |
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| Abstract: | The emergence of numerous financial derivatives provides for hedge fund more flexible investment strategy and product design scheme.Grounded on the analysis of risk-return characteristics of derivatives,this paper investigates from the perspective of investment portfolio theory into the effect of the emergence of financial derivatives on investment portfolio frontier and investors' investment strategy,with the purpose of strengthening the fund manager's understanding of the function of derivatives in the development of hedge fund asset management business. |
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| Keywords: | Financial derivatives Hedge fund Investment portfolio frontier Investment strategy |
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