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投资资金资产配置是关系到投资收益的一个重要问题。长期以来,理论界围绕战略性资产配置、策略性资产配置进行了深入地研究和激烈的争论。随着理论研究的深入,组合收益率的时间变异性、组合收益的截面变异性和收益水平的决定成为当前研究的重点。本文对投资基金资产配置的争论的焦点、理论研究的发展进行了分析,并对投资基金资产配置的重要性进行重新定位。
Investment Funds Asset allocation is an important issue related to the return on investment. For a long time, theorists have conducted in-depth research and heated debates on strategic asset allocation and strategic asset allocation. With the deepening of theoretical research, the time variability of portfolio returns, the cross-sectional variability of portfolio returns and the decision of return levels have become the focus of current research. This article analyzes the focus of debate on the allocation of investment fund assets and the development of theoretical research, and repositions the importance of asset allocation of investment funds.