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我国社保基金投资策略研究[开题报告]

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Brunel University and NIESR, London, 2006.Р[29] Fiona Stewart, ”Pension Fund Investment in Hedge Funds”, OECD WorkingРPapers on Insurance and Private Pensions, No.1 2,OECD Publishing, 2007.Р[30] M. Booth: Optimal Pension Fund Investment in Index-Linked Bonds:LessonsРfrom UK Experience, Journal of Bond Trading and Finance,2002,1(2), PP165-173.Р[31] M.Booth, Y.Yakoubov:Investment Policy for Defined Contribution PensionРSchemes Close to Retirement:an Analysis of the“Lifestyle”Concept, North-American Actuarial Journal, 2000, 4(2) :P1-19.Р[32] Rober Pozen. Conditional Perfomance Measurement Using Portfolio Wbights: РEvidence for Pension Funds[J]. Joumal of FinaIlcial Economics.2002 (6):P55-60.Р[33] Yu-Wei Hu: Pension Fund Investment and Regulation·a Macro Study, BrunelРUniversity,London, 2006.

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