英文摘要
The auther selected data of the second quarter in 2010 and used the VaR methods with liquidity risk measurement indicator of L-VaR to empirically analyse 27 open -ended equity funds by investment style. Combining fund returns, net amount of the redemption, the ratio of three kinds of hold assets （stocks, bonds, bank deposits and the liquidation of excess reserves） and the investment strategy, the auther made further research on the fund management and made some recommendations of fund management.
翻译关键词
Liquidity risk
L-VaR
Equity funds
获取号
WF:perioarticaltqjj201202038
