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本文以南方积配基金为研究背景,选取其2007-2008年的数据,利用VaR方法中的流动性风险度量L_VaR指标对南方积配基金的流动性风险进行了实证分析,由此评价开放式基金的流动性风险状态。
In this paper, we use the southern accumulation fund as a research background, select the data from 2007-2008, using the liquidity risk measure L_VaR index in VaR method to empirically analyze the liquidity risk of the southern accumulation fund, so as to evaluate the open-end fund Liquidity risk status.