A set of investigations on selected samples of nanosized cobalt ferrite are reviewed, aimed at studying the various factors affecting the magnetic properties of nanoparticles. Specifically, the effects of inter-particle interactions, of structural and magnetic order, both in the core and on the surface of the particle, have been examined. All factors render the control of the magnetic properties of nanosystems quite difficult, but, at the same time, they also offer the opportunity of tuning them properly, so that materials for specific applications may be created.