Size

Giuseppe Galloppo ()
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Giuseppe Galloppo: Tuscia University

Chapter Chapter 3 in Asset Allocation Strategies for Mutual Funds, 2021, pp 151-190 from Springer

Abstract: Abstract Why can’t funds with a very large size beat the benchmark? Why do a Bond fund and an Equity fund behave differently in the analysis of the relationship between size and performance? Why is it important when choosing a fund to consider not only your own size but also what is called family size? What does this concept mean? This chapter answers these operational questions. To be specific, the effect of the fund size as determinant of the fund performance is investigated via regression analysis and the formation of size-based fund portfolios.

Keywords: Size; Time-Series portfolio approach; Fund size and performance (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-76128-8_3

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DOI: 10.1007/978-3-030-76128-8_3

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