我國(guó)養(yǎng)老保險(xiǎn)基金投資風(fēng)險(xiǎn)控制研究.pdf

1、中南大學(xué)碩士學(xué)位論文我國(guó)養(yǎng)老保險(xiǎn)基金投資風(fēng)險(xiǎn)控制研究姓名：花蓉申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：會(huì)計(jì)學(xué)指導(dǎo)教師：劉愛(ài)東20091101ABSTRACTBecauseofthepensionfunds’particularityandimportance，thathowtocontrolriskbecomesthecorequestioninpensionfundsinvestmentAnditwillrelatethegoodofthepeopl

2、eandthesocialstabilityTherefore，ithastheoryandpracticalsignificancetostudyonriskcontrolinpensionfundinvestment，forassuringthefundinvestmentsafe，protectingthegoodofthepeople，thecompletingsocialinsurancesystemaswellastheso

3、cialstabilityThepaperfirstelaboratedtheresearchbackgroundandthesignificance，determinedthecontentandthemethodbasedontheanalysistotherelateddomesticandforeignresearchpresentsituation，andproposedtheriskcontroltheorytheprinc

4、ipal—agenttheorytheinvestmentprofoliotheoryandthegovernmentsupervisiontheoryaretheresearchfoundationsforpaperThen，thepaperconductedthemeasureresearchtopensionfunds’investmentriskinChinawhichincludedinvestmentriskindentif

5、ication，themeansofriskmeasurementandinvestmentriskweightempiricalanalysisBasedontheresultsofriskmeasure，thePaperproposedtheframeworkoftheriskcontrolschemeFinallyaccordingtothedifferentattributeofinvestmentrisk，thepaperus

6、edempiricalresearchmethodandnormativeresearchmethodtostudytheinvestmentriskcontrolschemeAndtheconclusioniSthatoptimalportfolioofinvestmentdiversificationcancontroltheriskseffectivelyWhilestrengthentinginvestmentmanagemen

7、tbodies’internalcontrolsandestablishinginvestment’Ssupervisionsystem，thatwouldrealizedtocontroltheinvestmentmanagementriskfromtheinternalandexternalKEYWORDSpensionfunds，investmentrisk，riskcontrol，riskindentification，risk