Diversification

Giuseppe Galloppo ()
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Giuseppe Galloppo: Tuscia University

Chapter Chapter 8 in Asset Allocation Strategies for Mutual Funds, 2021, pp 347-425 from Springer

Abstract: Abstract How is a mutual fund portfolio structured? How many and which asset types do one need to consider in order to better manage risk diversification? What is the sensitivity of different risk metrics to the increase of the underlying assets? This chapter provides answers to the previous questions, illustrating operational examples of the composition of fund of funds, or fund portfolios, according to the various performance measures considered. The chapter also considers a section devoted to the mean–variance diversification.

Keywords: Naive diversification; Skewness and kurtosis; Measures of concentration; Mean–variance diversification (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_8

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DOI: 10.1007/978-3-030-76128-8_8

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