Asset allocation strategies for mutual funds : evaluating performance, risk and return /: evaluating performance, risk and return. (2021)

• Record Type: Book
• Further Information: Note: Giuseppe Galloppo.
• Authors: Galloppo, Giuseppe
• Contents: 1. IntroductionWhat are mutual funds?Management companies and depositary banksMutual fund typesMutual fund feesRegulations2. Active Vs. Passive ManagementActive share measuresMutual funds R2 as a predictor of performanceActive share and performance3. Fund Size: Why is it Important?Fund SizeFamily Size4. Performance Measures and StylesReturn MetricsRisk MetricsFactor ModelsWhere do alphas come from? Empirical examination of mutual fund investors' timing abilityImproved forecasting of mutual fund alphas and betasInvestment styles5. Mutual Fund FlowsDumb moneySmart moneyThe determinants of fund flows of managed portfolios6. RatingsMorningstar ratingsSustainability ratings7. DiversificationPortfolio building and mutual fundsReturnRisk8. PersistencePersistence methodsShort-term persistenceLong-term persistence9. VolatilityReturn and volatilityFund flows and volatilityVolatility and mutual fund management skills10. Conclusion.
• Publisher Details: Basingstoke : Palgrave Macmillan
• Publication Date: 2021
• Extent: 1 online resource, illustrations (colour)
• Subjects: 332.6327; Mutual funds; Asset allocation
• Languages: English
• ISBNs: 9783030761288
• Related ISBNs: 9783030761271
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.