The Experimental Study on.the Risk Convergence of the Entrusted Portfolios of NSSF |
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Authors: | QU Bao-zhong PANG Qing |
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Institution: | Glorious Sun School of Business and Management,Donghua University,Shanghai 200051,China |
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Abstract: | This paper makes use of statistical tools of parameter correlation,multi-parameter regression,and does experimental analysis on issues of risk diversification of portfolios entrusted by National Social Security Fund (NSSF).The issues are industry related investment fieIds distribution,the trend of capitalization movement,and investment style factors in stock selection.The results show that there are risk problems with portfolios entrusted by NSSF,which include similar investment fields distribution trend,little difference among portfolios,and high risk preference degree. |
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Keywords: | National Social Security Fund (NSSF) entrusted portfolio risk Convergence risk diversification |
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