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对于养老金的风险而言,目前比较普遍的缺陷就是没有测度风险的统一模型。本文主要通过分析边际贡献法在测度和分解风险中的作用,说明养老金计划的决策者能够利用边际贡献法,来确定用于养老金投资的资产品种配置量及投资额对资产组合绝对或相对总风险的贡献率。
For the pension risk, the common defect is that there is no unified model to measure the risk. This paper mainly analyzes the role of marginal contribution method in measuring and decomposing risk, and shows that pension plan decision makers can make use of the marginal contribution method to determine the amount of assets allocated for pension investment and the amount invested. Absolute or relative The contribution rate of total risk.