摘要
随着人口老龄化的加剧,社会保障制度对社会稳定、经济发展起到的作用越来越重要。对社保基金投资方式、投资工具的比例以及最低收益率的研究,有助于实现社保基金投资运营的安全性目标。从社会保障基金资产组合的角度出发,通过对相关文献进行综述及对社会保障基金的运行机制进行分析,讨论了在目标收益率确定的情况下社会保障基金的最优配置问题,给出相应的结论和建议。
As the aging of population is aggravating, the social security system becomes increasingly important to social stability and economic development. The study of the social security fund investment ways, the proportion of its vehicles and the minimum yield rate would promote to realize the security object of operating the social security fund investment. From the perspective of social security fund portfolio, through the introduction of the related literature review and the analysis of the operating mechanism of social security fund, the paper discussed the optimal allocation of the social security fund under the condition of a certain target yield and provided corresponding conclusion and suggestions.
出处
《辽宁公安司法管理干部学院学报》
2014年第2期26-30,共5页
Journal of Liaoning Administrators College of Police and Justice
关键词
社会保障基金
投资组合
均值-方差组合模型
social security fund
investment portfolio
mean value-variance portfolio model
