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我国证券投资基金投资策略研究 被引量:3

A Study on the Investment Strategies of Chinese Securities Investment Funds
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摘要 随着我国证券投资基金规模的迅速扩大,基金的投资理念以及在此基础上形成的投资策略已经对我国股市的发展产生了举足轻重的影响。本文从我国基金投资策略的形成、影响因素及投资特点几方面进行研究,阐述基金投资策略在经济市场环境的变化和机构投资者之间的博弈关系。 With the roaring scale of Chinese securities investment funds, the investment ideas of funds and their investment strategies have already made a significant impact on the development of Chinese stock market. From the aspects of the making of strategies, influencing factors and their characteristics of Chinese funds investment, this paper puts forward a game relation between the change of funds investment strategies and the institutional investors.
作者 肖萍 姚翠红
出处 《北京行政学院学报》 CSSCI 北大核心 2008年第2期67-69,共3页 Journal of Beijing administration institute
基金 茂名学院科研基金项目(203407)
关键词 证券投资基金 投资策略 影响因素 securities investment funds, investment strategy, influencing factor
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参考文献3

  • 1JOSA-FOMBELLIDA, RICARDO; RINCON-ZAPATERO, JUAN PABLO . Optimal Risk Management in Defined Benefit Stochastic Pension Funds [J]. Insurance: Mathematical and Economics, 2004,34(3): 489-503.
  • 2HABERMAN, S.; SMITH, D..Stochastic Investment Modelling and Pension Funding: A Simulation Based Analysis [J]. Insurance: Mathematics and Economics., 1998,22(3): 679-712.
  • 3张迎军.基金投资风格及绩效比较分析.基金研究,2002,(6):34-34.

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