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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.
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