Chen, Zijun and Han, Zhongting and Yin, Yan (2023) FOF Asset Allocation under Specific Risk Control Conditions. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.
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Abstract
Due to the lack of Chinese FOF funds and the corresponding literatures on quantitative analysis, this article attempts to construct a diversified portfolio including multiple asset classes based on quantitative analysis, which comprehensively measures the quality of FOF funds through the three indic
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:02 |
| Last Modified: | 17 Apr 2026 03:47 |
| URI: | http://eprints.eai.eu/id/eprint/41990 |
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