A Study On The Portfolio Of China Pacific Insurance Company

Since the eleven five-year plan,China's financial market growing rapidly,and the biggest growth of every year in the world.And the insurance industry plays an important role in the whole financial market,with the growth of the financial market,the insurance industry to the influence of the financial market and even the entire domestic economy increasingly is huge.However,the increasing competition of insurance industry in recent years,always eating poor industry practices has been broken,the future profit space have been extremely small.With treasure can raise brand little gree,the CSRC to respond with "barbarians",investment of insurance funds in the financial market activities caused widespread attention,is to the forefront of the investment of insurance funds management.We see as the financial liberalization and financial innovation policy,the insurance industry in the aspect of investment are also actively exploring a way out,so how to operate the huge insurance legal compliance to the financial markets for high yields is the main thinking about future insurance company,the configuration of the categories of assets will become one of the focuses of the insurance company.The Pacific insurance company is the forefront of the insurance industry in terms of investment income,but the income is still low.This article will use Black-Litterman model to the Pacific insurance company's portfolio,optimize the investment structure of the Pacific insurance,calculate the optimal combination of the Pacific Ocean insurance investment,and with the reality of portfolio situation were compared and analyzed.Suggest optimizing the Pacific insurance portfolio in the future,in order to provide the basis for their decisions.