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Active Management

In: Asset Allocation Strategies for Mutual Funds

Author

Listed:
  • Giuseppe Galloppo

    (Tuscia University)

Abstract

This chapter explains why, on average, actively managed funds earn more than passively managed funds. The performance drivers linked to the fact of being more or less distant from a benchmark are also studied in depth. The reader gets a chance to understand, what statistics techniques to apply for controlling of whether a fund is actively or passively managed, and what variables are the most important in predicting the performance. The relationship between active management and fund performance is analyzed by methods related both to formation of recursive portfolios and to multivariate regression setting.

Suggested Citation

  • Giuseppe Galloppo, 2021. "Active Management," Springer Books, in: Asset Allocation Strategies for Mutual Funds, chapter 0, pages 191-224, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-76128-8_4
    DOI: 10.1007/978-3-030-76128-8_4
    as

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