新农保基金入市及资产配置比例模拟分析

发布时间：2018-04-26 17:04

本文选题：新型农村社会养老保险 + 资产配置　；参考：《江西财经大学学报》2012年04期

【摘要】：随着新农保覆盖面的不断扩大,新农保基金积累数额越来越多,实现新农保基金的保值增值已成为当务之急。现行存银行、买国债的投资政策会带来基金贬值风险。当前中国新农保基金进入资本市场的条件已基本成熟,在新农保制度实现全覆盖后,可以考虑将新农保基金投资于资本市场。运用投资组合理论对新农保基金资产配置比例进行模拟分析,发现新农保基金投资于银行存款的比例应不低于20%,投资于国债的比例应不低于20%,投资于企业债的比例应最多不超过50%,投资于股票比例应最多不超过1 0%。
[Abstract]:With the continuous expansion of the coverage of new rural insurance, the accumulation of new rural insurance funds has become more and more, so it is urgent to realize the maintenance and increment of new rural insurance funds. Current deposit bank, buy national debt investment policy will bring about fund depreciation risk. At present, the conditions for the new rural insurance fund to enter the capital market in China are basically mature. After the new rural insurance system has been fully covered, we can consider investing the new rural insurance fund in the capital market. Based on the portfolio theory, the paper simulates and analyzes the asset allocation ratio of the new rural insurance fund. It is found that the proportion of new rural insurance funds investing in bank deposits should not be less than 20 percent, the proportion of investment in national debt should not be less than 20 percent, the proportion of investment in enterprise bonds should not exceed 50 percent at most, and the proportion of investment in stocks should not exceed 10 percent at most.
【作者单位】：武汉大学社会保障研究中心;
【基金】：教育部哲学社会科学研究重大课题攻关项目“新型农村社会养老保险制度研究”(09JZD0027);教育部人文社会科学重点研究基地重大项目“社会保障风险管理研究”(2009JJD630008) 国家社会科学基金青年项目“新型农村社会养老保险制度的可持续性评估研究”(11CSH067)
【分类号】：F842.6;F832.51;F224

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