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从基金管理者的角度出发,引入了一种开放式基金预留现金和债券比例管理模型,它可以使满足及时赎回需求概率很大且预留现金和债券最少.使用二元Archimedean Copula分析了预留现金和债券比例的计算公式,通过数值实例分析了预留比例公式的合理性,为基金管理人制定投资目标时随时控制预留现金的比例,提供一个参考的标准.
From the fund manager’s point of view, an open-end funds reserve cash and bond ratio management model is introduced, which can meet the probability of timely redemption demand and reserve cash and bonds at least.Binary Archimedean Copula analysis The formula for calculating the proportion of cash and bond is set aside. The rationality of the formula of reserve ratio is analyzed through numerical examples, which provides a reference standard for fund managers to control the proportion of reserved cash at any time when setting investment targets.