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Author:

陈婷 (陈婷.)

Indexed by:

CQVIP

Abstract:

针对开放式股票型基金,选取2010年2季度数据,利用VaR方法中流动性风险度量L-VaR指标对27只开放式股票型基金分"投资风格"进行实证分析,并结合基金收益率、净赎回额、三种持有资产比例(股票、债券、银行存款和清算备付金)及投资策略对基金管理情况做进一步研究,提出一定基金管理建议。

Keyword:

L-VaR 流动性风险 股票型基金

Author Community:

  • [ 1 ] [陈婷]北京工业大学

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Source :

特区经济

ISSN: 1004-0714

Year: 2012

Issue: 2

Page: 121-123

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count: -1

Chinese Cited Count:

30 Days PV: 1

Affiliated Colleges:

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