企业年金基金投资组合理论、模型与实践:一个文献综述  

Portfolio Selection Theory,Models and Practice of Occupational Pension: a Literature Review

作　　者：翟永会[1] 胡伊琳 

机构地区：[1]河南师范大学商学院,河南新乡453007 [2]华中师范大学数统学院,湖北武汉430079

出　　处：《南京财经大学学报》2015年第1期53-59,共7页Journal of Nanjing University of Finance and Economics

基　　金：教育部人文社会科学青年基金资助项目<下滑风险度量下企业年金基金的投资管理问题研究>(11YJC790260);国家自然科学基金项目(71203056);河南师范大学博士科研启动费支持课题(11147)

摘　　要：提高年金基金投资收益、保证年金保值增值是企业年金制度缓解养老危机的关键所在。鉴于此,通过对国外年金投资理论模型的溯源批判、对现有国内外年金基金投资优化模型演变的脉络梳理、对实证研究及结论的探寻,指出现有研究之不足,并对未来的研究进行展望,为我国年金基金投资管理研究提供参考。Improving Occupational pension fund investment income and increasing the value of the annuity is guaranteed annuity pension system to ease the crisis of the key. In view of this,the paper gives traceability criticism to foreign pension theoretical model and gives the evolution of the existing domestic and international pension fund investment optimization model.Furthermore,deficiencies of the existing research and future research Looking to provide a reference for management of pension fund investment research has been given based on the existing empirical research and explore conclusions.

关 键 词：企业年金 投资组合策略 优化模型 

分 类 号：F224[经济管理—国民经济] F832.51