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Asset allocation strategies for mutu...

Galloppo, Giuseppe.

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Asset allocation strategies for mutual funds = evaluating performance, risk and return /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Asset allocation strategies for mutual funds/ by Giuseppe Galloppo.
Reminder of title:	evaluating performance, risk and return /
Author:	Galloppo, Giuseppe.
Published:	Cham :Springer International Publishing : : 2021.,
Description:	xxix, 462 p. :ill., digital ;24 cm.
[NT 15003449]:	1. Introduction -- 2. Active Vs. Passive Management -- 3. Fund Size: Why is it Important? -- 4. Performance Measures and Styles -- 5. Mutual Fund Flows -- 6. Ratings -- 7. Diversification -- 8. Persistence -- 9. Volatility -- 10. Conclusion.
Contained By:	Springer Nature eBook
Subject:	Mutual funds. -
Online resource:	https://doi.org/10.1007/978-3-030-76128-8
ISBN:	9783030761288

Asset allocation strategies for mutual funds = evaluating performance, risk and return /
Galloppo, Giuseppe.

Asset allocation strategies for mutual fundsevaluating performance, risk and return /[electronic resource] :by Giuseppe Galloppo. - Cham :Springer International Publishing :2021. - xxix, 462 p. :ill., digital ;24 cm.

1. Introduction -- 2. Active Vs. Passive Management -- 3. Fund Size: Why is it Important? -- 4. Performance Measures and Styles -- 5. Mutual Fund Flows -- 6. Ratings -- 7. Diversification -- 8. Persistence -- 9. Volatility -- 10. Conclusion.

"A useful guide full of important information for those who want to enjoy the trip around the difficult world of asset management". --Daniele Angelo Previati, President of the Italian Association of University Teachers of Banking and Finance, ADEIMF. "A comprehensive guide to investing in mutual funds for investment professionals who seek a clear academic framework as well as methodologies and empirical evidence to better understand funds and improve their fund and manager selection". --Pietro Cecere, Head of European research Citywire. This book offers an overview of the best-working strategies in the field of equity and fixed income mutual fund-based portfolio management. This timely research considers different market conditions, such as global financial crises, across various geographical regions such as the USA and Europe. Combining academic and practical findings, the author presents a practitioner perspective on mutual fund-based portfolio strategies, appealing not only to finance scholars but also professionals within the asset management industry. This book synthesizes a large part of the academic research to date on the mutual fund industry by drawing from the most widely cited academic journals. The author makes a systematic use of numerical examples to facilitate the understanding of Investment themes organized around several important topics: size, diversification, flows, active management, volatility, performance persistence and rating. Giuseppe Galloppo is a Professor of Finance at Tuscia University of Viterbo and Research Fellow of the CEIS Foundation at the University of Rome Tor Vergata, Italy. Giuseppe has published scientific papers in several top academic journals. His research revolves around asset allocation, risk Management and the econometrics of financial markets. Additionally, he has worked as a member of several research teams including the CNR National Council of Research, the Statistical Information Commission, the ASEAN Observatory for the Italian Foreign Office Ministry. He is a member of FINEST Network - Financial Intermediation Network of European Studies. In the Wealth Management Industry, he has been a Head of Research at the Multi Family Office, as well as a Quantitative Asset Allocation Manager.

ISBN: 9783030761288

Standard No.: 10.1007/978-3-030-76128-8doiSubjects--Topical Terms:

647741
Mutual funds.

LC Class. No.: HG4530 / .G35 2021

Dewey Class. No.: 332.6327

Asset allocation strategies for mutual funds = evaluating performance, risk and return /
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245 1 0 $a Asset allocation strategies for mutual funds $h [electronic resource] : $b evaluating performance, risk and return / $c by Giuseppe Galloppo.
260 $a Cham : $b Springer International Publishing : $b Imprint: Palgrave Macmillan, $c 2021.
300 $a xxix, 462 p. : $b ill., digital ; $c 24 cm.
505 0 $a 1. Introduction -- 2. Active Vs. Passive Management -- 3. Fund Size: Why is it Important? -- 4. Performance Measures and Styles -- 5. Mutual Fund Flows -- 6. Ratings -- 7. Diversification -- 8. Persistence -- 9. Volatility -- 10. Conclusion.
520 $a "A useful guide full of important information for those who want to enjoy the trip around the difficult world of asset management". --Daniele Angelo Previati, President of the Italian Association of University Teachers of Banking and Finance, ADEIMF. "A comprehensive guide to investing in mutual funds for investment professionals who seek a clear academic framework as well as methodologies and empirical evidence to better understand funds and improve their fund and manager selection". --Pietro Cecere, Head of European research Citywire. This book offers an overview of the best-working strategies in the field of equity and fixed income mutual fund-based portfolio management. This timely research considers different market conditions, such as global financial crises, across various geographical regions such as the USA and Europe. Combining academic and practical findings, the author presents a practitioner perspective on mutual fund-based portfolio strategies, appealing not only to finance scholars but also professionals within the asset management industry. This book synthesizes a large part of the academic research to date on the mutual fund industry by drawing from the most widely cited academic journals. The author makes a systematic use of numerical examples to facilitate the understanding of Investment themes organized around several important topics: size, diversification, flows, active management, volatility, performance persistence and rating. Giuseppe Galloppo is a Professor of Finance at Tuscia University of Viterbo and Research Fellow of the CEIS Foundation at the University of Rome Tor Vergata, Italy. Giuseppe has published scientific papers in several top academic journals. His research revolves around asset allocation, risk Management and the econometrics of financial markets. Additionally, he has worked as a member of several research teams including the CNR National Council of Research, the Statistical Information Commission, the ASEAN Observatory for the Italian Foreign Office Ministry. He is a member of FINEST Network - Financial Intermediation Network of European Studies. In the Wealth Management Industry, he has been a Head of Research at the Multi Family Office, as well as a Quantitative Asset Allocation Manager.
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