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在制定证券投资基金投资行为规范性判断标准的基础上,结合2007～2009年相关证券投资基金的时间序列数据,运用经典的资本资产定价理论对证券投资基金投资组合的理论风险和实际风险进行了研究,对我国证券投资基金投资行为的规范性变化进行了分析,发现随着近几年我国证券市场的高速发展,我国证券投资基金的投资行为已经越来越规范,证券投资基金投资行为规范的基金数量比重已经从2007年的11.5%提高到了2009年的60%。
Based on the standard judgment of investment behavior of securities investment funds, combined with the time series data of related securities investment funds from 2007 to 2009, the theoretical and practical risks of the investment portfolio of securities investment funds were studied by using classical capital asset pricing theory Research and analysis of the normative changes of China’s securities investment fund investment behavior, found that with the rapid development of China’s securities market in recent years, the investment behavior of China’s securities investment funds has become more and more standardized, the investment behavior of securities investment funds The share of the fund has risen from 11.5% in 2007 to 60% in 2009.