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Volatility

In: Asset Allocation Strategies for Mutual Funds

Author

Listed:
  • Giuseppe Galloppo

    (Tuscia University)

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.

Suggested Citation

  • Giuseppe Galloppo, 2021. "Volatility," Springer Books, in: Asset Allocation Strategies for Mutual Funds, chapter 0, pages 317-345, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-76128-8_7
    DOI: 10.1007/978-3-030-76128-8_7
    as

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