| 摘要 | 第5-10页 |
| Abstract | 第10页 |
| Introduction | 第11-14页 |
| Chapter 1:A brief introduction of China mutual fund market | 第14-17页 |
| Chapter 2:Theory review of performance persistence | 第17-34页 |
| 2.1 Definition of mutual fund performance persistence | 第17页 |
| 2.2 Measurement of mutual fund performance | 第17-23页 |
| 2.3 Theories on performance persistence | 第23-32页 |
| 2.4 Summary of the studies on China mutual market | 第32-34页 |
| Chapter 3:short-term performance persistence in China market | 第34-55页 |
| 3.1 Methodology | 第34-35页 |
| 3.2 Descriptive analysis of Performance persistence under different factor models | 第35-48页 |
| 3.3 Regression model to test the performance persistence | 第48-55页 |
| Chapter 4:long-term performance persistence and manager skills | 第55-58页 |
| 4.1 sign of market timing ability | 第55-56页 |
| 4.2 test the 3 year performance persistence | 第56-58页 |
| Conclusions | 第58-60页 |
| Reference: | 第60-64页 |
