| 开放式基金的流动性风险管理 |
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| 引用本文： | 郭晓亭,汤柳.开放式基金的流动性风险管理[J].重庆大学学报(自然科学版),2005,28(10):139-142. |
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| 作者姓名： | 郭晓亭 汤柳 |
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| 作者单位： | 中国社会科学院,金融研究所博士后流动站,北京,100732;中国社会科学院,金融研究所,北京,100732 |
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| 基金项目： | Liquidity Risk Management of the Open-end Securities Investment Fund |
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| 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.
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| 关 键 词： | 开放式基金 流动性风险 风险管理 |
| 文章编号： | 1000-582X（2005）10-0139-04 |
| 收稿时间： | 2005-05-25 |
| 修稿时间： | 2005年5月25日 |
Liquidity Risk Management of the Open-end Securities Investment Fund |
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| GUO Xiao-ting,TANG Liu.Liquidity Risk Management of the Open-end Securities Investment Fund[J].Journal of Chongqing University(Natural Science Edition),2005,28(10):139-142. |
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| Authors: | GUO Xiao-ting TANG Liu |
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| Abstract: | 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 parts of liquidity risk management of the open-end securities investment fund. |
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| Keywords: | open-end securities investment fund liquidity risk risk management |
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