A. B. Duret

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  • Anne-Sophie Duret, Pierre Hereil, Philippe Mitaine, Nicolas Moussavi, Thierry Roncalli
  • 2008
This paper studies the performance predictability of external fund rating systems. Most investors use 5 stars rated funds to build their portfolios. The underlying idea is that funds which were the best during the last three years will be better performers than the other funds in the future. It implies that the 5 stars rating is a good persistence measure(More)
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