经济与管理Issue(12)：15-22,8.
全国社会保障基金股票投资组合绩效评价研究
Evaluation Research about Performance of Stock Portfolio of the National Social Security Fund
摘要
Abstract
Stock investment as the risks of social security investment products are the biggest, income directly affect the safety of the whole social security fund. Through the study of the social security fund portfolios that overall performance,the investment portfolio is obtained the excess return on the investment. On the overall social security fund portfolios persistence, the results show that China's social security fund portfolio performance is not persistent, but has the characteristics of inversion type; And phases continuity test results show that in the situation of market volatility is larger, the social security fund performance did not show persistence, relative stability in the market circumstances, the social security fund performance showed the characteristics of sustained.关键词
社会保障基金股票投资组合/风险调整绩效/持续性Key words
Stock portfolio of the National Social Security Fund/Risk-adjusted performance/Persistent分类
管理科学引用本文复制引用
魏晓琴,靳文秀,路竹青..全国社会保障基金股票投资组合绩效评价研究[J].经济与管理,2013,(12):15-22,8.基金项目
2011教育部人文社科研究规划基金项目 （）
