Research on the liquidity risk management of open-end fund

被引：0
|
作者：
Wang Xiaoyun [1 ]
Zhang Ruiyang [1 ]
机构：
[1] Shenyang Ligong Univ, Sch Econ & Management, Shenyang 110168, Peoples R China
来源：
MODERN FINANCE AND GLOBAL TRADING COOPERATION: PROCEEDINGS OF THE 5TH INTERNATIONAL ANNUAL CONFERENCE ON WTO AND FINANCIAL ENGINEERING | 2008年
关键词：
open-end funds; liquidity risk; redemption financial derivative products; hedging;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
Liquidity risk of open-end fund come from the free redemption system of fund share. In exceptional circumstances, increase of liquidity risk of the fund will lead to disastrous liquidity crisis. ical model which reveals the formation mechanism and influencing This paper establishes the mathemat factors of liquidity risk of the open-end fund. At same time and the countermeasures from the improvement of the market trading system and strengthen the internal mobility management of fund. Authors Brief
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页码：670 / 675
页数：6
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