国内证券投资基金组合规模与风险关系的实证研究

An Empirical Analysis on the Relationship between Fund Portfolio Size and Risk of Domestic Securities Investment Fund

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。

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.