摘要
开放式基金是当今全球投资基金的主流形式。基于开放式基金面临的风险特征 ,分别对无负载基金和负载基金风险资产最佳持有规模问题进行了研究 ,并建立了相应的模型。
Open-end funds are today's main form of global mutual funds. Based on the risk characteristics faced by open-end funds, this paper studied the no-load and load funds' optimal holding scale of risky assets, and developed the relevant models.
出处
《北京航空航天大学学报（社会科学版）》
2003年第2期41-44,共4页
Journal of Beijing University of Aeronautics and Astronautics：Social Sciences edition Edition
关键词
开放式基金
赎回需求
风险厌恶
open-end funds
redemption demand
risk aversion
