Mutual Fund Selection : From Theory to Practice

by Moshe Levy, Richard Roll

Chapter 1: Introduction -- Chapter 2: Criteria for Mutual Fund Selection -- Chapter 3: Investment for Intermediate and Long Horizons -- Chapter 4: Estimating Future Performance – The Shrinkage Adjusted Sharpe Ratio -- Chapter 5: Active Versus Passive Investment -- Chapter 6: Target Date Funds, and How to Improve Them -- Chapter 7: The Role of Luck.

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Year of publication:	2024
Authors:	Levy, Moshe ; Roll, Richard
Publisher:	2024.: Cham : Springer Nature Switzerland 2024.: Cham : Imprint: Palgrave Macmillan
Subject:	Investments \| mutual funds \| performance measures \| estimation errors \| fund fees \| fund ranking \| Sharpe ratio \| alpha \| geometric mean \| investment horizon \| shrinkage \| mutual fund investing \| mutual fund portfolios \| Investmentfonds \| Investment Fund \| Portfolio-Management \| Portfolio selection \| Kapitaleinkommen \| Capital income \| Anlageverhalten \| Behavioural finance \| Kapitalanlage \| Financial investment \| Theorie \| Theory \| Performance-Messung \| Performance measurement

Extent:	1 Online-Ressource (IX, 149 p. 40 illus., 21 illus. in color.)
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-031-69758-6 ; 978-3-031-69757-9 ; 978-3-031-69759-3 ; 978-3-031-69760-9
Other identifiers:	10.1007/978-3-031-69758-6 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015072141