Fund rating model based on finite normal mixture distribution
| Year of publication: |
2011
|
|---|---|
| Authors: | Gao, Zhangpeng ; Rahman, Shahidur ; Rahman, Shafiqur |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 14.2011, 1, p. 1-33
|
| Subject: | Investmentfonds | Investment Fund | Finanzanalyse | Financial analysis | Performance-Messung | Performance measurement | Bootstrap-Verfahren | Bootstrap approach | USA | United States | 1995-2004 |
-
The statistics of capture ratios
Jiang, Ruihong, (2022)
-
Mutual fund performance and performance persistence : the impact of fund flows and manager changes
Lückoff, Peter, (2011)
-
Rahman, Shafiqur, (2017)
- More ...
-
Fund rating model based on finite normal mixture distribution
Gao, Zhangpeng, (2010)
-
Fund Rating Model Based on Finite Normal Mixture Distribution
Gao, Zhangpeng, (2011)
-
A Comparative Simulation Study of Fund Performance Measures
Gao, Zhangpeng, (2006)
- More ...