欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
采用系统广义矩（System GMM）估计方法对晨星评级的预测性功能进行考察。发现无论是静态模型还是动态模型，估计结果都表明晨星评级对基金的未来业绩不具有预测功能。因此认为晨星评级不能预测基金未来，只能反映基金的过去业绩。
英文摘要：
We established dynamic panel data with System GMM to test the forecast ability of Morning Star Ratings. We found that Morning Star Ratings can＇t foretell the fund future whatever the two models. Moreover, we observed that very few funds are able to maintain their rating even for three months. Comparing the two stages after the ratings, we found that the low rating funds improved the rating at the cost of higher turnover and risk.
同期刊论文项目
同项目期刊论文
Equity and efficiency analysis of pricing strategies in a bi-modal network with heterogeneous user g
Modeling the evolutions of day-to-day route choice and year-to-year ATIS adoption with stochastic us
Modeling time-dependent travel choice problems in road networks with multiple user classes and multi
One-step solution fabrication of magnetic chains consisting of jingle-bell-shaped cobalt mesospheres
Support vector machine forecasting method improved by chaotic particle swarm optimization and its ap
Static floor field and exit choice for pedestrian evacuation in rooms with internal obstacles and mu
A model for evaluation of transport policies in multimodal n etworks with r oad and p arking capacit
期刊信息
位置：