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Chinese Journal of Management Science ›› 2003, Vol. ›› Issue (2): 21-23.

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A Study On the Open-end Funds’ Asset Allocation Problem

HUANG Xue-ting   

  1. Department of Finance, Business School of Shanghai University, Shanghai 201800, China
  • Received:2002-10-08 Online:2003-04-28 Published:2012-03-06

Abstract: Open end funds are today’s main form of global mutual funds.Based on the risk characteristics faced by open end funds,this paper studied the no load and load funds’ optimal holding scale of risky assets,and developed the relevant models.

Key words: open-end funds, liquidity demand, risk averseness

CLC Number: