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