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Notice of Retraction
Based on liquidity risk to determine the ratio of open-end fund's optimal cash reserve

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2 Author(s)
Jinmin Du ; Dept. of Finance, Jinan Univ., Guangzhou, China ; Si Sun

Notice of Retraction

After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE's Publication Principles.

We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.

The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.

This article introduced a model to determine the open-end fund optimal cash reserve ratio from the fund manager's perspective, it is the cash ratio when the least liquidity cost..In this paper, We use Archimidean Copula function to analys the dependencies between amount of investor subscription and redemption, To make Huaxia growth fund as an example to analys the optimal cash reserve ratio problem, provide a reference standard for fund managers controlling the cash reserve ratio at any time to develop investment objectives.

Published in:

Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC), 2011 2nd International Conference on

Date of Conference:

8-10 Aug. 2011