Rating

Giuseppe Galloppo ()
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Giuseppe Galloppo: Tuscia University

Chapter Chapter 9 in Asset Allocation Strategies for Mutual Funds, 2021, pp 427-452 from Springer

Abstract: Abstract The world of mutual funds ratings is fundamental because it allows you to quickly identify the skills of a fund manager. What is not much analyzed, is the rating dynamic, that is, how the changes and persistence of a rating are linked to the performance dynamics in terms of risk and return. This chapter includes a very extensive section that deals with providing operational tools to understand the dynamic relationship between rating and appropriate risk performance of mutual funds.

Keywords: Morningstar stars attribution; Persistence of ratings; The europerformance/edhec rating methodology; Frequency of star rating change events; Event study (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-76128-8_9

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DOI: 10.1007/978-3-030-76128-8_9

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