基于第三支柱的养老型量化基金设计研究  

Research on the Design of Quantitative Pension Funds Based on the Third Pillar

作　　者：丁晓磊 张瓴玮 杨璧源 DING Xiaolei;ZHANG Lingwei;YANG Biyuan(Zhejiang University of Finance&Economics Hangzhou,Zhejiang 310018)

机构地区：[1]浙江财经大学,浙江杭州310018

出　　处：《中国商论》2023年第6期111-114,共4页China Journal of Commerce

基　　金：2022国家级大学生创新创业训练计划项目阶段性成果(202211482021)。

摘　　要：近年来,我国人口老龄化程度不断加深,发展第三支柱逐渐成为养老金制度改革的重中之重。个人养老金制度作为第三支柱的重要组成部分,将会在国民经济中发挥越来越重要的作用。根据中国证监会发布的征求意见稿,证监会正逐步放开个人养老金制度,允许扩大养老金产品的投资范围。我国个人养老金制度仍处于空白阶段,对于个人养老金制度需做进一步研究。本文通过分析中国养老体系现状,结合发展第三支柱的背景,在参考国内个人养老金制度实践成果的基础上,利用量化基金的技术优势,设计提出基于量化技术的新个人养老基金协同工具,以更好地服务于我国第三支柱的建设。In recent years,China’s population aging has constantly deepened,and the development of the third pillar has gradually become the top priority of the pension system reforms.As an important part of the third pillar,the personal pension systems will play an increasingly important role in the national economy.According to the draft issued by the China Securities Regulatory Commission(CSRC),the CSRC is gradually liberalizing the personal pension systems and allowing the expansion of investment in pension products.China’s personal pension systems are still underestimated,and they need to be further studied.Based on the analysis of the current situation of China’s pension systems,combined with the background of the development of the third pillar,on the basis of referring to the practical results of the domestic personal pension systems,using the technical advantages of quantitative funds,this paper designs and proposes a new personal pension fund coordination tool based on quantitative technology,to better serve the development of the third pillar in China.

关 键 词：人口老龄化 第三支柱 个人养老金制度 量化技术 

分 类 号：F323.89[经济管理—产业经济]