开放式基金风险资产最佳持有规模的确定

详细信息

Determination of the Open-end Fund Optimal Holding Scale of Risky Assets

1.
College of International Business and Administration, Shanghai University , Shanghai 201800, China
2. School of Management, Beijing University of Science and Technology, Beijing 100083, China

摘要: 开放式基金是当今全球投资基金的主流形式。基于开放式基金面临的风险特征,分别对无负载基金和负载基金风险资产最佳持有规模问题进行了研究,并建立了相应的模型。
- 开放式基金 /
- 赎回需求 /
- 风险厌恶
Abstract: Open-end funds are today's main form of global mutual funds. Based on the risk characteristics faced by open-end funds, this paper studied the no-load and load funds' optimal holding scale of risky assets, and developed the relevant models.
- open-end funds /
- redemption demand /
- risk aversion

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