Mutual Fund Selection

From Theory to Practice

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Éditeur :

Palgrave Macmillan


Paru le : 2024-10-02



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Description

The vast majority of investors in the capital market do so, at least in part, via mutual funds. In the US market alone, there are currently thousands of mutual funds to choose from. Thus, the task of mutual fund selection is of central importance. It is a notoriously difficult task, because the past return parameters are very noisy estimates of the future parameters. This book presents the state-of-the-art research in this field. It describes recent academic findings and translates them into practical guidelines for mutual fund selection, and will be of interest to researchers alongside professional investors and fund ranking agencies.
Pages
149 pages
Collection
n.c
Parution
2024-10-02
Marque
Palgrave Macmillan
EAN papier
9783031697579
EAN PDF
9783031697586

Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
14
Taille du fichier
6707 Ko
Prix
42,19 €
EAN EPUB
9783031697586

Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
14
Taille du fichier
13619 Ko
Prix
42,19 €

Moshe (Shiki) Levy is the John Berg professor of finance at the Hebrew University Business School. His research interests include portfolio theory, decision-making under uncertainty, the evolution of preferences, social networks, social phase transitions, and econophysics. He is the recipient of the Journal of Investment Management Harry Markowitz award.

Richard Roll was most recently the Linde professor of Finance at the California Institute of Technology. He is also a professor emeritus at UCLA where he held the Joel Fried Chair at the Anderson School.  He was a principal of Compensation Valuation and a board member of Western Asset Mortgage Capital Corp. He worked on the Minuteman missile and the Saturn moon rocket at the Boeing Corporation and founded mortgage securities research at Goldman Sachs. He is a founder of Roll and Ross Asset Management and has consulted for many US corporations, law firms, and government agencies. Roll has a BA in aeronautical engineering from Auburn University, an MBA from the University of Washington, and a PhD from the University of Chicago. 

 

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