基于风险预算的新疆居民家庭金融资产的风险资产配置  

Risk Asset Allocation of Household Financial Assets in Xinjiang based on Risk Budgeting

作　　者：董雷萍 DONG lei-ping(Business College,Xinjiang University of Finance and Economics,Korla 841000,China)

机构地区：[1]新疆财经大学商务学院,新疆库尔勒841000

出　　处：《安徽商贸职业技术学院学报》2020年第1期34-38,共5页Journal of Anhui Business College

摘　　要：通过对新疆2013-2017年的居民家庭金融总资产以及投资和储蓄的分析,从宏观的家庭金融资产视角使用Markowitz的投资组合的均值-方差模型在风算预算的基础上,进一步计算出实际新疆居民每年应当用于储蓄或者用于投资与固定风险和较大风险的比例,即得出风险资产的配置,从而提高新疆居民的储蓄向投资的转化,加强居民金融资产的管理和风险资产的分配,提高居民的风险收益,为新疆居民家庭获取更多金融资产投资于风险性收入提供更好的政策建议。Based on the analysis of total household financial assets as well as investment and savings from 2013 to 2017 in Xinjiang, this paper uses Markowitz mean-variance portfolio selection modelto do the risk budgeting, figure out through further calculation the percentage of total asset Xinjiang residents should use for savings/investment and the ratio of fixed risks to larger risks, thus obtaining the allocation of risk assets,hoping to help urge Xinjiang residents to allocate more assets to the investment rather than savings, and help them better the management of financial assets and allocation of risk assets as well as increase their risk returns, so as to provide better recommendations for Xinjiang residents to obtain more financial assets and invest in risky income.

关 键 词：新疆居民 家庭资产 风险预算 风险配置 投资组合 

分 类 号：F832.2[经济管理—金融学]