Research Of The Investment Portfolio Strategy Of Insurance Funds Under The New Deal Background

In recent years, China’s insurance regulators published for a number of policies and regulations, the insurance funds to invest in the field is no longer limited to fixed-income bank deposits and bonds and other assets, but the deposits, bonds, funds, stocks, foreign investment in the banking and other fixed-income combination use patterns assets and equity income and global asset transition. By 2014, China’s insurance industry premium income exceeded 2 trillion, the size of assets reached 10 trillion, the balance of the insurance funds and investment yields are high. At present, China’s insurance fund is facing an unprecedented investment in new opportunities and challenges. Venture capital investment is the key to how to choose a portfolio, which not only affects the insurance company’s own operating results, but also to the insured and the interest of investors. Therefore, the study of insurance funds investment portfolio optimization strategy is important.The purpose of this paper is to study the insurance fund investor portfolio optimization strategy for the insurance company to choose the best investment portfolio, improve investment efficiency for reference. From the theoretical and empirical aspects of the New Deal under the background of China’s insurance funds to invest the most optimal combination study the issue. Understand the current situation in our country, based on the investment of insurance funds, to build a combination of China’s insurance funds to invest in the optimization model and optimization model using empirical analysis, optimization strategy. This article consists of four chapters. The first chapter introduces the research background and significance, content and method of combing the literature. The second chapter analyzes the status quo of China’s insurance funds to invest, points out the major issues investment of insurance funds exist. Chapter III Construction of the insurance funds investment portfolio model. Firstly, the classic model portfolios. Then, the mean-variance model proposed several improved ideas. Finally, considering the rationality, applicability, operability build China’s insurance funds investment portfolio model. Chapter IV empirical analysis to calculate the Ping An Insurance Company Case optimal portfolio, comparative analysis, normative analysis combined make the insurance company portfolio optimization strategy.The main conclusions are:optimization of insurance funds investment portfolio, taking into account the risk appetite of investors;To combine investment entities own characteristics and objectives, weaknesses, comparative advantage;the overall trend, reducing fixed-income investments, increase equity investment, to develop alternative investments such as bonds and real estate investment investment plans.