| 国内证券投资基金组合规模与风险关系的实证研究 |
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| 引用本文： | 张彩江,李湧.国内证券投资基金组合规模与风险关系的实证研究[J].价值工程,2012,31(14):132-134. |
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| 作者姓名： | 张彩江 李湧 |
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| 作者单位： | 华南理工大学经济与贸易学院,广州,510006 |
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| 基金项目： | 国家自然科学基金(NSFC)项目 |
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| 摘 要： | 本文选取2010年7月10日—2012年2月29日之间基金的数据,运用证券投资组合模型对国内各种类型的证券投资基金进行风险与组合规模关系的研究,结果发现,随着组合规模的增大,风险逐渐减少,当规模增大的一定程序,风险趋于一稳定值,不同类型的证券投资基金有着不同的最优组合规模。
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| 关 键 词： | 证券投资基金 组合规模 风险 |
An Empirical Analysis on the Relationship between Fund Portfolio Size and Risk of Domestic Securities Investment Fund |
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| Zhang Caijiang
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Li Yong.An Empirical Analysis on the Relationship between Fund Portfolio Size and Risk of Domestic Securities Investment Fund[J].Value Engineering,2012,31(14):132-134. |
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| Authors: | Zhang Caijiang Li Yong |
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| Institution: | Zhang Caijiang;Li Yong(School of Economics and Commerce,South China University of Technology,Guangzhou 510006,China) |
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| Abstract: | This paper selects the data from July 10,2010 to February 29,2012,and studies the relationship between fund portfolio size and risk of securities investment funds by equal proportion model on random samples.The results found that with the combination of scale increases,the risk was gradually reduced,when the scale increased to a certain extent,the risk tended to a stable value,and different types of securities investment funds had different optimalportfolio size. |
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| Keywords: | securities investment fund portfolio size risk |
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