摘要
在制定证券投资基金投资行为规范性判断标准的基础上,结合2007～2009年相关证券投资基金的时间序列数据,运用经典的资本资产定价理论对证券投资基金投资组合的理论风险和实际风险进行了研究,对我国证券投资基金投资行为的规范性变化进行了分析,发现随着近几年我国证券市场的高速发展,我国证券投资基金的投资行为已经越来越规范,证券投资基金投资行为规范的基金数量比重已经从2007年的11.5%提高到了2009年的60%。
Based on the development of normative judging standards for the securities investment funds,using the time series data about securities investment fund from year 2007 to 2009 and classical theory of capital asset pricing,this paper analyzes the theoretical risks and actual risks of securities investment fund portfolio and the normative changes in investment behavior of China＇s securities funds,which is found to be increasingly normative with the rapid development of China＇s stock markets.It is also found that the proportion of securities investment funds characterized by normative investment behavior increased from 11.5% in 2007 to 60% in 2009.
出处
《系统工程》
CSSCI
CSCD
北大核心
2010年第10期42-46,共5页
Systems Engineering
基金
国家自然科学基金创新群体科学基金资助项目(70921001)
国家自然科学基金重点资助项目(70631004)
教育部哲学社会科学研究重大课题攻关项目(08JZD0016)
关键词
证券投资基金
投资行为
风险
规范性
Securities Investment Fund
Investment Behavior
Risk
Normative
