A Decision Support for Target Country Selection of Future Generation Sovereign Wealth Funds:Hedging the Country Risk

作者：Guangli Nie; Haizhen Yang; Ying Wang; Wenjing Chen; Yong Shi; Research Center on Fictitious Economy and Data Science; CAS; Beijing; China College of Information Science and Technology; University of Nebraska at Omaha; Omaha; NE; USA School of Management; Graduate University of Chinese Academy of Sciences; Beijing; China

来源：第四届（2009）中国管理学年会--金融分会场.

This paper addresses the challenging problem of selecting target country for future Sovereign Wealth Fund (SWF) asset allocation to hedge the country risk,which is rarely studied in the field. The target country selection includes which country and how much to invest to obtain the objective of the funds and minimize the risk of these funds. In terms of the industrial perspective,an home country as the investor should consider SWF as part of its budget to make decision for long term. In order to control the ...

• 出版日期2009-11-14