Mutual fund selection: from theory to practice

By:

Levy, Moshe

Contributor(s):

Roll, Richard

Material type: Text

TextPublication details: Palgrave Macmillan Cham 2024Description: ix, 149 pISBN:

9783031697579

Subject(s):

Mutual funds

DDC classification:

332.6327 LEV

Summary: 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. (https://link.springer.com/book/10.1007/978-3-031-69758-6)

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Book	Indian Institute of Management LRC General Stacks	Finance & Accounting	332.6327 LEV (Browse shelf(Opens below))	1	Available		008570

Table of contents:
Front Matter
Pages i-ix
Download chapter PDF
Introduction
Moshe Levy, Richard Roll
Pages 1-7
Criteria for Mutual Fund Selection
Moshe Levy, Richard Roll
Pages 9-31
Investment for Intermediate and Long Horizons
Moshe Levy, Richard Roll
Pages 33-51
Estimating Future Performance: The Shrinkage-Adjusted Sharpe Ratio
Moshe Levy, Richard Roll
Pages 53-78
Active Versus Passive Investment
Moshe Levy, Richard Roll
Pages 79-95
Target Date Funds, and How to Improve Them
Moshe Levy, Richard Roll
Pages 97-115
The Role of Luck
Moshe Levy, Richard Roll
Pages 117-133
Back Matter
Pages 135-149

[https://link.springer.com/book/10.1007/978-3-031-69758-6]

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.

(https://link.springer.com/book/10.1007/978-3-031-69758-6)

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