Anne-Sophie Duret

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

386

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

Fund Rating Systems and Performance Predictability

Number of pages: 17 Posted: 18 Apr 2008
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and Amundi Asset Management
Downloads 386 (81,840)
Citation 2

Abstract:

Loading...

fund ratings, performance predictability, markov generator, transition matrix, hurst exponent, fund picking, statistical persistence