$25.00
This article is a follow-up to an article on fund rating system published in The Journal of Performance Measurment. This article is dedicated to the EuroPerformance-EDHEC style rating, a European rating system introduced in 2005. This rating was developed using state-of-the-art technology in portfolio risk and performance measurement and intends to bring new insights into the area of fund-rating.
Authors: Noel Amenc, EDHEC Graduate School fo Business and Veronique Le Sourd, EDHEC Risk Institute
Description
This article is a follow-up to an article on fund rating system published in The Journal of Performance Measurment. That article provided a comparative analysis of a selection of leading rating systems, including Standard & Poor’s star rating, the Morningstar rating, and the Lipper Leader rating; it also addressed the properties required of an optimal rating system. This article is dedicated to the EuroPerformance-EDHEC style rating, a European rating system introduced in 2005. This rating was developed using state-of-the-art technology in portfolio risk and performance measurement and intends to bring new insights into the area of fund-rating.
Related products
-
A General Approach for Linking Arithmetic Attribution Results Over Time
$25.00 Add to cart -
A Brinson Model Alternative: an Equity Attribution Model with Orthogonal Risk Attributions
$25.00 Add to cart -
A Model for a Global Investment Attribution Analysis
$25.00 Add to cart -
A Modest Proposal to Modernize the Performance Evaluation of Hedge Funds
$25.00 Add to cart