DocumentCode :
3063379
Title :
Individual Pension Account Fund Investing Strategy
Author :
Zhang, Jian
Author_Institution :
Sch. of Finance & Econ., Chongqing Jiao tong Univ., Chongqing, China
fYear :
2012
fDate :
23-26 June 2012
Firstpage :
554
Lastpage :
556
Abstract :
It is important for individual pension account fund to invest in stocks. Investing in stock market could help to realize individual pension account fund´s increment, and accelerate the development of stock market in China. But the effective investment of individual pension account fund needs suitable investment strategy, so the paper draws Synthetic Put Option (SPO) into investment strategy. The SPO strategy can cater for the security, profitability and liquidity, and it is suitable for investing in our stock market. Then the paper uses the data of stock market to do an empirical test. The results suggest that Synthetic Put Option strategy is effectiveness in individual pension account fund.
Keywords :
investment; profitability; security; stock markets; China; SPO; individual pension account fund; investing strategy; liquidity; profitability; security; stock market; synthetic put option; Insurance; Investments; Pensions; Portfolios; Security; Share prices; Stock markets; individual pension account fund; investing strategy; synthetic put option;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Computational Sciences and Optimization (CSO), 2012 Fifth International Joint Conference on
Conference_Location :
Harbin
Print_ISBN :
978-1-4673-1365-0
Type :
conf
DOI :
10.1109/CSO.2012.126
Filename :
6274787
Link To Document :
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