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글로벌 금융위기상황하의 국민연금기금의 운용방안

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  • 글로벌 금융위기상황하의 국민연금기금의 운용방안
  • 원종욱; 김성민; 한성윤 외1
  • 한국보건사회연구원


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Title 글로벌 금융위기상황하의 국민연금기금의 운용방안
Similar Titles
Material Type Reports
Author(Korean)

원종욱; 김성민; 한성윤 외1

Publisher

Seoul:한국보건사회연구원

Date 2009-12
Series Title; No 연구 / 2009-12
ISBN 978-89-8187-585-5 93330
Subject Country South Korea(Asia and Pacific)
Language Korean
File Type Link
Subject Economy < Economic Conditions
Social Development < Health
Social Development < Social Welfare
Holding 한국보건사회연구원

Abstract

The global financial crisis has re-defined the concept of risk and return in the investment behavior. Since the National Pension Fund of Korea has not been fully engaging in overseas investment, especially U.S. security markets, the loss from the global investments have been very limited. In some sense, the global financial crisis has helped the National Pension Fund of Korea to grasp the fundamental and inter-related mechanism of the overseas financial markets. The National Pension Fund of Korea must diversify its investment portfolio over the foreign financial markets to avoid heavy concentration of domestic investment. Therefore, this study has reviewed number of issues involved in foreign investment with respect to optimal portfolio spanning investment opportunities in foreign markets under the new global financial environment. This study utilizes CAPM analysis in assessing the optimal portfolios of diverse spectrum, including U.S. securities and gold, oil, and real estates. (The rest omitted)