摘要
养老基金的投资面临多种风险,要实现其保值增值,必须进行风险度量和监控。VaR模型作为一种新的金融风险管理工具,因其有别于传统的金融风险管理工具的特点,在西方受到广泛青睐。探讨该模型在我国养老基金投资风险控制中的应用。
Because Of the investment of pension fund facing much risk. in older to preserve and accumulate its value by increments, the risk must be measured and controlled. As a new financial risk management tool, VaR has been widely paid much attention to Western nations. This article discusses its applying in pension fund investment to control the risk in China.
出处
《怀化学院学报》
2006年第1期68-70,共3页
Journal of Huaihua University
作者简介
林源（1968-）,男,湖南沅陵人,怀化学院经济管理系讲师,从事金融保险、营销管理和企业财务管理方面的教学与研究.
