On the role of risk in the Morningstar rating for mutual funds

被引：6
|
作者：
Lisi, Francesco [1 ]
Caporin, Massimiliano [2 ]
机构：
[1] Univ Padua, Dept Stat Sci, I-35122 Padua, Italy
[2] Univ Padua, Dept Econ & Management Marco Fanno, I-35122 Padua, Italy
来源：
QUANTITATIVE FINANCE | 2012年 / 12卷 / 10期
关键词：
COEFFICIENT; AGREEMENT; KAPPA;
D O I：
10.1080/14697688.2012.665999
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：1477 / 1486
页数：10
相关论文
共 50 条
  • [1] MORNINGSTAR MUTUAL FUNDS
    BARTH, J
    [J]. LIBRARY JOURNAL, 1995, 120 (16) : 54 - 54
  • [2] MORNINGSTAR MUTUAL FUNDS ONDISC
    不详
    [J]. WILSON LIBRARY BULLETIN, 1992, 66 (07) : 86 - &
  • [3] Morningstar Star ratings and the performance, risk and flows of European bond mutual funds
    Otero-Gonzalez, Luis
    Leite, Paulo
    Duran-Santomil, Pablo
    Domingues, Renato
    [J]. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 82 : 479 - 496
  • [4] The impact of the Morningstar Sustainability Rating on mutual fund flows
    Ammann, Manuel
    Bauer, Christopher
    Fischer, Sebastian
    Mueller, Philipp
    [J]. EUROPEAN FINANCIAL MANAGEMENT, 2019, 25 (03) : 520 - 553
  • [5] Double clustering for rating mutual funds
    Francesco, Lisi
    Giovanna, Menardi
    [J]. ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS, 2015, 8 (01) : 44 - 56
  • [6] The predictive abilities and persistence of Morningstar ratings: an examination of real estate mutual funds
    Sah, Vivek
    Tidwell, Owen Alan
    Ziobrowski, Alan James
    [J]. JOURNAL OF PROPERTY RESEARCH, 2011, 28 (03) : 549 - 567
  • [7] Data Envelopment Analysis of Morningstar's Small-Cap Mutual Funds
    Haslem, John A.
    Scheraga, Carl A.
    [J]. JOURNAL OF INVESTING, 2006, 15 (01): : 87 - 92
  • [8] Mutual fund age and Morningstar ratings
    Morey, MR
    [J]. FINANCIAL ANALYSTS JOURNAL, 2002, 58 (02) : 56 - +
  • [9] MORNINGSTAR CLOSED-END FUNDS
    BARTH, J
    [J]. LIBRARY JOURNAL, 1995, 120 (16) : 54 - 54
  • [10] A new rating of sustainability based on the Morningstar Sustainability Rating
    Sorrosal-Forradellas, Maria-Teresa
    Barbera-Marine, Maria-Gloria
    Fabregat-Aibar, Laura
    Li, Xiaoni
    [J]. EUROPEAN RESEARCH ON MANAGEMENT AND BUSINESS ECONOMICS, 2023, 29 (01)
12345