|
|||||
|
|
| 国家外汇储备的多元化与资产优化配置研究述评 | |
| 引用本文： | 刘云,杨国效,杨雨.国家外汇储备的多元化与资产优化配置研究述评[J].预测,2008,27(1):1-10. |
| 作者姓名： | 刘云 杨国效 杨雨 |
| 作者单位： | 1. 北京理工大学,管理与经济学院,北京,100081 2. 北京理工大学,理学院,北京,100081 3. 中央财经大学,管理科学与工程学院,北京,100081 |
| 基金项目： | 国家自然科学基金资助项目(70473005) |
| 摘 要： | 本文对国内外有关外汇储备影响因素与适度规模、外汇储备币种优化、外汇储备资产投资组合、外汇储备与汇率的关系、外汇储备的风险预警及管理的研究进展进行了系统的分析与评述,总结了相关研究的特点及存在的问题,提出了针对我国外汇储备管理研究的若干启示,以期为我国的外汇储备多元化战略、外汇储备资产优化配置、外汇储备风险管理的理论和政策研究提供参考。 |
| 关 键 词： | 外汇储备 汇率 投资组合 风险管理 |
| 文章编号： | 1003-5192（2008）01-0001-10 |
| 收稿时间： | 2007-08-16 |
| 修稿时间： | 2007年8月16日 |
Summarize on Diversification and Assets Optimal Allocation of Foreign Exchange Reserves |
|
| LIU Yun,YANG Guo-xiao,YANG Yu.Summarize on Diversification and Assets Optimal Allocation of Foreign Exchange Reserves[J].Forecasting,2008,27(1):1-10. | |
| Authors: | LIU Yun YANG Guo-xiao YANG Yu |
| Abstract: | This paper has made system analysis and comment on research progress of the influence factors to foreign exchange reserves and its moderate scale,kinds of currency optimized,the foreign exchange reserves portfolio,the relationship of foreign exchange reserves and exchange rates,the foreign exchange reserves risk pre-warning and its management,summarized the characteristics of the related research and its question,put forwards several apocalypses in view of our country foreign exchange reserves management research,hopes to provided the reference for the theory and policy research on the foreign exchange reserves diversification strategy,assets optimal allocation,and venture management of our country. |
| Keywords: | foreign exchange reserves exchange rates portfolio venture management |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |