私募股权母基金风险的量化研究

Quantitative Analysis on the Risk of PE FOF

私募股权母基金作为私募股权投资行业下的细分行业,近年来进入了高速发展的轨道。作为金融行业的一员,如何量化与控制风险也是母基金的重中之重,论文主要运用模糊多目标多人决策方法及风险平价策略的资产配置,量化并配置母基金的风险。

PE FOFas sub-industry of private equity line,develops at extreme high speed in current years.As themember of financial industry,howto quantify and control risk is the top priority of the FOF.This article mainly applies fuzzymulti-objectivemulti-person decision-makingmodel andriskparitystrategyofasset allocation,evaluate and spreadthe riskofFOF.