| VaR模型在我国养老基金投资风险控制中的应用 |
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| 引用本文： | 林源.VaR模型在我国养老基金投资风险控制中的应用[J].怀化学院学报,2006,25(1):68-70. |
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| 作者姓名： | 林源 |
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| 作者单位： | 怀化学院,经济管理系,湖南,怀化,418008 |
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| 摘 要： | 养老基金的投资面临多种风险,要实现其保值增值,必须进行风险度量和监控。VaR模型作为一种新的金融风险管理工具,因其有别于传统的金融风险管理工具的特点,在西方受到广泛青睐。探讨该模型在我国养老基金投资风险控制中的应用。
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| 关 键 词： | VaR(ValueatRisk 风险价值) 养老基金 风险控制 风险预算 |
| 文章编号： | 1671-9743(2006)01-0068-03 |
| 收稿时间： | 09 28 2005 12:00AM |
| 修稿时间： | 2005年9月28日 |
VaR Model Applying in the Investment Risk Control of China Pension Fund |
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| LIN Yuan.VaR Model Applying in the Investment Risk Control of China Pension Fund[J].Journal of Huaihua University,2006,25(1):68-70. |
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| Authors: | LIN Yuan |
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| Institution: | Department of Economical Management of Huaihua University, Huaihua, Hunan 418008 |
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| Abstract: | Because of the investment of pension fund facing much risk, in order to preserve and accumulate its value by increments,the risk must be measured and controlled. As a new financial risk management tool, VaR has been widely paid much attention to Western nations. This article discusses its applying in pension fund investment to control the risk in China. |
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| Keywords: | VaR(Value at Risk) pension fund risk control risk budget |
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