Share Investment Of Insurance Funds Based On China's Stock Market

Based on the theory of Transaction Costs, Efficient Market Hypothesis, Portfolio Management,the thesis discusses the method of Insurance Funds Investmet in stock market. In the dog-eat-dog market,it is important to increase the yield of Insurance Funds.Throgh the variance-risk analysis, Insurance Company in different scale should take different method to manage the Insurance Funds. Considering the situation of stock market in china, we can gain the excessive profit through the active investment strategy.For the speciality of Insurace Funds, to build the risk control system is necessary. In the article we mainly introduce the Asset-Liability Managemet and Value at Risk in the field of Insurace Funds Investmet.