Fund Ratings: The method reconsidered
Year of publication: |
2014
|
---|---|
Authors: | Corradin, Fausto ; Sartore, Domenico |
Institutions: | Dipartimento di Economia, Università Ca' Foscari Venezia |
Subject: | quadratic utility function | positive and negative returns | absolute risk aversion | Morningstar rating | truncated normal distribution | incomplete gamma function | Italian Pension Fund |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2014:17 4 pages long |
Classification: | G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies ; G24 - Investment Banking; Venture Capital; Brokerage |
Source: |
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Fund ratings : the method reconsidered
Corradin, Fausto, (2014)
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Zhang, Lu, (2007)
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