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Size

In: Asset Allocation Strategies for Mutual Funds

Author

Listed:
  • Giuseppe Galloppo

    (Tuscia University)

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.

Suggested Citation

  • Giuseppe Galloppo, 2021. "Size," Springer Books, in: Asset Allocation Strategies for Mutual Funds, chapter 0, pages 151-190, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-76128-8_3
    DOI: 10.1007/978-3-030-76128-8_3
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