ScholarLens Back to search
2010•Repository KITopen (Karlsruhe Institute of Technology)Open access

Statistical Methods of Strategic Portfolio Management for Fund of Funds

Stein, Michael

Open full text 0 citations

Abstract

A 'fund of funds (FoF)' is an investment fund that invests in other investment funds rather than investing directly in shares, bonds, or other securities. Sometimes referred to as multi-manager funds, these investment funds pose 'apart from the challenges that arise for every portfolio to be managed' special problems to their management teams. Several concepts and statistical methods are applied to problems that one faces when managing a FoF, laying the focus on direct solutions.

About this research paper

What this paper is about

A 'fund of funds (FoF)' is an investment fund that invests in other investment funds rather than investing directly in shares, bonds, or other securities. Sometimes referred to as multi-manager funds, these investment funds pose 'apart from the challenges that arise for every portfolio to be managed' special problems to their management teams. Several concepts and statistical methods are applied to problems that one faces when managing a FoF, laying the focus on direct solutions.

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

A 'fund of funds (FoF)' is an investment fund that invests in other investment funds rather than investing directly in shares, bonds, or other securities. Sometimes referred to as multi-manager funds, these investment funds pose 'apart from the challenges that arise for every portfolio to be managed' special problems to their management teams. Several concepts and statistical methods are applied to problems that one faces when managing a FoF, laying the focus on direct solutions.

Key concepts: Fund of funds, Finance, Closed-end fund, Umbrella fund, Passive management, Business, Investment management, Portfolio

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
Statistical Methods of Strategic Portfolio Management for Fund of Funds — Research Paper | ScholarLens