保险公司股票投资组合优化策略研究

发布时间：2018-03-08 15:12

本文选题：投资组合　切入点：结构方程模型　出处：《浙江大学》2014年硕士论文　论文类型：学位论文

【摘要】：随着金融市场的不断开放,保险公司的数量也越来越多,它们之间的竞争也更加激烈,但是传统的保险资金投资已经无法满足保险公司生存、发展的需要。鉴于此,保监会也陆续放开了保险公司投资的范围和领域。目前,保险公司更多的是把资金用于银行存款和债券等投资收益较低的一些投资项目,较少地用于那些高风险、高收益的股票投资领域。本论文就是基于这种背景,在完成梳理现有投资组合相关理论的基础上,分析我国目前保险公司投资的现状和发展趋势；再结合笔者自身日常的工作经验、投资经验,接着通过构建结构方程模型的方法,给出股票池的构建思路和具体操作步骤,进而对入围股票池的股票进行投资组合优化的策略研究,并最终根据实际情况给出结论和建议。
[Abstract]:With the continuous opening of the financial market, the number of insurance companies is increasing, and the competition between them is more intense. However, the traditional investment of insurance funds can no longer meet the needs of the survival and development of insurance companies. The Insurance Regulatory Commission has also gradually opened up the scope and areas of investment of insurance companies. At present, insurance companies are spending more of their funds on investment projects with lower investment returns such as bank deposits and bonds, and less on those with high risks. This paper is based on this background, on the basis of combing the existing investment portfolio theory, analyzes the current situation and development trend of the insurance company investment in our country; Combined with the author's daily work experience and investment experience, then through the method of constructing structural equation model, the paper gives the construction idea and concrete operation steps of stock pool. Then the paper studies the strategy of portfolio optimization for the stocks in the shortlisted stock pool, and finally gives the conclusions and suggestions according to the actual situation.
【学位授予单位】：浙江大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F842.3;F832.51

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