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开放式基金申购赎回的理论分析:投资方式选择模型 被引量:3

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摘要 开放式基金的申购赎回是市场和理论研究关注的热点。本文通过理论建模证明投资者的申购赎回行为受市场参与成本、市场信息多样化程度、投资者的事前乐观程度、股票的收益和风险,以及基金申购费率和运行效率等因素的影响,并运用数值方法分析各个因素对基金申购赎回行为的影响。结果显示事前的乐观程度、市场中观点的多样化程度和股票收益方差的增大将增加基金赎回,而基金运行效率的提高和降低基金的申购费率则促进基金申购。
作者 刘亮
出处 《世界经济》 CSSCI 北大核心 2009年第1期88-94,共7页 The Journal of World Economy
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参考文献16

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二级参考文献13

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