摘要
本文回顾了保险资金在证券投资领域的政策变化历程,分析了保险资金运用效率与基金业绩评价的诸多不同,指出了基于资产组合优化理论的保险资金评价方法的不足,提出用影子组合法,作为一种正向制度激励,对保险资金运用效率进行评价,并基于该方法对三家上市保险公司的资金运用效率进行了比较。
This paper reviewed the evolution of regulatory policies on insurance funds investment into various securities,analyzed the differences of performance Between insurance funds and securities funds, and pointed out the drawbacks of the insurance fund evaluation method based on the portfolio optimization theory. It suggested to apply the reflection portfolio method to positively ineentivize and evaluate the performance. It also compared the securities investment performances of three listed insurance companies using this method.
出处
《保险研究》
北大核心
2011年第6期30-35,共6页
Insurance Studies
关键词
保险资金
证券投资
绩效
insurance fund
securities investment
performance
