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Understanding Investment Funds: Insights from Performance and Risk Analysis
ISBN: 1137273607     Date Published: 2013-05-24     Author(s): Andreas Clenow
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Palgrave Macmillan
200 Pages
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Last Update:
06/20/2013 01:35:41
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Editorial Review - Book Description:
In light of recent financial crises, the role of investment funds is a recurring subject for discussion. In the past, crises used to be limited to singular markets or specific asset classes. In today's crises, many different asset classes are affected simultaneously and globally. Given this new context, our traditional methods must be adapted with the overall objective to strengthen the scientific knowledge of investment funds. The aim of this book is to provide new insights, ideas and empirical evidence that will improve tools and methods at our disposal for fund performance analysis. This book proposes a number of topics that are current of interest: two portfolio optimization models with a multi-fractal approach and a dynamic approach using risk aversion signals; an alternative benchmark for mutual funds, a fuzzy approach to estimate performance measures, a symbolic data approach to compare fund rating systems and various risk management aspects of investment funds linked to risk performance indicators.

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