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自上个世纪以来,对投资组合的研究一直是国内外基金运营主体及学术界重点研究的对象。在我国产业投资基金运营中如何有效地控制投资组合的非系统风险与系统风险,实现投资收益的最大化,是本文研究的一个出发点。本文借鉴国际上流行的投资组合理论,从我国产业投资基金开展投资组合风险研究的意义及思路入手,探讨了我国产业投资基金在运营中对非系统风险及系统风险的分散方法并构建了两个分散非系统风险的模型;通过对国际上投资组合保护相关理论的分析,探讨了我国产业投资基金进行投资组合保护的具体方法,并提出了相关的政策建议。
Since the last century, the research on the portfolio has been the subject of the research on the subject of fund operation and academia at home and abroad. How to effectively control the non-systemic risk and system risk of investment portfolio and maximize the return on investment in the operation of China’s industrial investment funds is a starting point for this study. This article draws on the international popular portfolio theory, starting from the significance and thinking of China’s industrial investment funds to carry out portfolio risk research, explores the decentralization of non-systematic risk and system risk in the operation of China’s industrial investment funds and builds two The paper analyzes the international investment portfolio protection theory, analyzes the specific methods of China’s industrial investment fund portfolio protection, and puts forward the relevant policy recommendations.