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2017 | OriginalPaper | Chapter

6. Portfolio Management

Author : Dr. G. V. Satya Sekhar, MBA, Ph.D

Published in: The Management of Mutual Funds

Publisher: Springer International Publishing

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Abstract

Portfolio management refers to the process of selecting various avenues of investment for a better yield on investment. Individual investors invest in mutual funds with a view to achieving good returns. Hence, the fund manager should act according to market fluctuations while selecting the portfolio of the respective fund/scheme.

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Footnotes
1
Arnold L Redmand, NS Gullett and Herman Manakyan (2000), “The Performance of Global and International Mutual Funds”, Journal of Financial and strategic Decisions, Vol. 13, No. 1, Spring, 75–85.
 
2
Yoon K Choi, (2006) Relative Portfolio Performance Evaluation and Incentive Structure, Journal of Business, Vol. 79, No. 2, 903–21.
 
3
Eleni Thanou (2008), “Mutual Fund Evaluation During Up and Down Market Conditions: The Case of Greek Equity Mutual Funds”, International Research Journal of Finance and Economics, Issue 13.
 
4
Mohit Gupta and Navdeep Aggarwal (2009), ‘Mutual Fund Portfolio Creation using Industry Concentration’, The ICFAI Journal of Management Research, Vol. Viii, No. 3, 2009, 7–20.
 
5
Arnold L. Redman, N.S. Gullet and Herman Mankyan (2000), The Performance of Global and International Mutual Funds, Journal of Financial and Strategic Decisions, 13(1), pp 75–85
 
6
Sharpe, William F (1964), “Capital Asset Prices: A Theory of Market Equilibrium under conditions of Risk”, Journal of Finance, 19: Sept, pp 225–42.
 
7
Treynor, Jack L (1965), “How to rate management of investment funds”, Harvard Business Review, Vol.43, pp 63–75.
 
8
Treynor, Jack L and Mazuy, Kay K (1966), “Can Mutual Funds Outguess the Markets”, Harvard Business Review, 44: 131–36.
 
9
Michel C Jensen (1967), “The Performance of Mutual Funds in the Period 1945-64”, Journal of Finance, Vol. No. 23, No.2, pp 389–416.
 
10
Fama Eugene F. (1972), “Components of Investment Performance”, Journal of Finance, 27: pp551–67.
 
11
Modigliani, Franco and Modigliani, Leah, “Risk Adjusted Performance”, Journal of Portfolio Management, 1997, pp 45–54.
 
Literature
Thanou, E. (2008) “Mutual Fund Evaluation During Up and Down Market Conditions: The Case of Greek Equity Mutual Funds”, International Research Journal of Finance and Economics, No. 13.
Gupta, M. and Aggarwal, N. (2009) “Mutual Fund Portfolio Creation Using Industry Concentration”, The ICFAI Journal of Management Research, Vol. Viii, No. 3, pp. 7–20.
Sharpe, William F. (1964) “Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk”, Journal of Finance, 19: Sept, pp. 225–242.
Treynor, J.L (1965) “ How to Rate Management of Investment Funds”, Harvard Business Review, Vol. 43, pp. 63–75.
Treynor, J.L. and Mazuy, K.K. (1966) “Can Mutual Funds Outguess the Makrets”, Harvard Business Review, Vol. 44, pp. 131–136.
Jensen, M.C. (1967) “The Performance of Mutual Funds in the Period 1945–64”, Journal of Finance, Vol. 23, No. 2, pp. 389–416.
Fama, E.F. (1972) “Components of Investment Performance”, Journal of Finance, Vol. 27, pp. 551–567.
Metadata
Title
Portfolio Management
Author
Dr. G. V. Satya Sekhar, MBA, Ph.D
Copyright Year
2017
Book
The Management of Mutual Funds

Print ISBN: 978-3-319-33999-3

Electronic ISBN: 978-3-319-34000-5

Copyright Year: 2017

DOI
https://doi.org/10.1007/978-3-319-34000-5_6