%0 Journal Article
%T The Optimization Model and Analysis on Dynamic Asset/Liability Management for Chinese Pension Fund<br>中国养老基金动态资产负债管理的优化模型与分析
%A JI Xiao-dong~
%A WANG Shou-yang~
%A <br>吉小东
%J 系统工程理论与实践
%D 2005
%I 
%X The asset/liability management of Chinese pension fund is addressed in this paper. Based on the analysis of the impacts of inflation rate, wage rate, discount rate, and contribution rate on the asset and liability, some policy suggestions are provided to solve the embarrassment of social security system and to broaden the financing channels.
%K portfolio selection
%K asset/liability management
%K pension fund<br>投资组合选择
%K 资产负债管理
%K 养老金
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=FC7EB6CEC9F30971&yid=2DD7160C83D0ACED&vid=C5154311167311FE&iid=5D311CA918CA9A03&sid=771152D1ADC1C0EB&eid=318E4CC20AED4940&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=3&reference_num=6