This study questions whether the Feri Trust Rating, the Euro Fondsnote and the Finanztest-Bewertung are able to predict … future performance compared to those with top rating. The rankings Feri Trust Rating and Finanztest-Bewertung reach this … Feri Trust or Finanztest-Bewertung differ not from second and third best funds …

We develop a novel ranking methodology to rank the market forecaster. In particular, we distinguish forecasts by their … specificity, rather than considering all predictions and forecasts equally important, and we also analyze the impact of the number … of forecasts made by a particular forecaster. We have applied our methodology on a dataset including 6,627 forecasts made …

and statistically significant real-time improvements in forecast accuracy. The preferred MIDAS model reduces the MSPE by … as much as 16 percent compared with the no-change forecast and has statistically significant directional accuracy as high …