摘要
对基金持有人未来赎回量的估算方法、资产流动性评估指标体系、与一定时期赎回需求相适应的投资组合的构造、从外部融资等开放式基金流动性风险管理的重要环节进行探讨,其中历史法、参考法、未来预测法、模拟法是估算未来赎回量的主要方法,股票流动性评估与投资组合变现能力评估是基金资产流动性评估的主要组成部分.
The main object of this paper is to research the liquidity risk management of the open-end securities investment fund in line with the real position of China＇ s securities market and investment regulation of the open-end securities investment fund. So the paper concentrates on discussing the redemption forecasting methods, stock liquidity assessment system, portfolio selection in line with the redemption forecast, and financing from the other institution, which are the main Darts of liquidity risk management of the open-end securities investment fund.
出处
《重庆大学学报（自然科学版）》
EI
CAS
CSCD
北大核心
2005年第10期139-142,共4页
Journal of Chongqing University
关键词
开放式基金
流动性风险
风险管理
open-end securities investment fund
liquidity risk
risk management
