Volatility

Giuseppe Galloppo ()
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Giuseppe Galloppo: Tuscia University

Chapter Chapter 7 in Asset Allocation Strategies for Mutual Funds, 2021, pp 317-345 from Springer

Abstract: Abstract The analysis of volatility is of fundamental importance for anyone who aims to build a portfolio of financial instruments. This chapter describes various risk measures first, and then applies them. The part dedicated to the temporal dynamics of the volatility of very diversified asset classes is very interesting. In fact, equity and fixed income mutual funds are analyzed, with a geographical focus both in Europe and in the US and emerging markets. Of particular interest will also be the section relating to the relationship between volatility and manager skills which opens up operational possibilities poorly analyzed in other scientific contributions.

Keywords: Volatility persistence; Volatility and performance; Volatility measures (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_7

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DOI: 10.1007/978-3-030-76128-8_7

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