Persistence

Giuseppe Galloppo ()
Additional contact information
Giuseppe Galloppo: Tuscia University

Chapter Chapter 6 in Asset Allocation Strategies for Mutual Funds, 2021, pp 269-316 from Springer

Abstract: Abstract Persistence analysis is central to any operator, be it professional or private investor also the academic literature reveals the analysis of persistence. Some of the most effective methods are explained in the chapter. It will be interesting to empirically verify how these methods work in real world, and how these approaches are useful for the selection of mutual funds. While investigating the persistence of different mutual fund ‘investment style types, we consider both parametric and non-parametric approaches.

Keywords: Ranked portfolios approach; Longer-term persistence; Contingency tables; Cross-sectional regression (search for similar items in EconPapers)
Date: 2021
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-76128-8_6

Ordering information: This item can be ordered from
http://www.springer.com/9783030761288

DOI: 10.1007/978-3-030-76128-8_6

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().