Chapter 1 Introduction
1.1 Research Background
1.2 Significance of Study
1.3 Overview of FOF \(FoHF\) Market
1.4 Overview of Chinese Private Fund Market
1.5 Determination of Target Funds
1.6 Data Description
Chapter 2 Product Description
Chapter 3 Portfolio Construction and Execution
3.1 Expected Return Determination
3.2 Covariance Matrix Determination
3.3 Methodology for Portfolio Construction
3.4 Trading Rules for Private Fund Products
Chapter 4 Product Performance
4.1 Benchmark Strategy
4.2 Product Strategy
4.3 Performance Discussion
4.4 Performance Going Forward
Chapter 5 Robust Test
5.1 Out-of-sample Test
5.2 Changing Parameter
5.3 Changing Model Formulation
Chapter 6 Conclusion
参考文献
Appendices
致谢
声明
