Nicolas Moussavi

Lyxor Asset Management

Paris

France

SCHOLARLY PAPERS

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388

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4

Scholarly Papers (1)

1.

Mutual Fund Ratings and Performance Persistence

Number of pages: 27 Posted: 28 Jan 2011
affiliation not provided to SSRN, affiliation not provided to SSRN, Lyxor Asset Management and Amundi Asset Management
Downloads 388 (81,175)
Citation 4

Abstract:

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Mutual funds, rating system, style analysis, Markov chain, active management