The predictive power of fund ratings with a novel approach using uncertainty measures to analyzing risk

DOI10.1007/S10203-009-0091-XzbMath1176.91164OpenAlexW2159448548MaRDI QIDQ1037391

Virginie Terraza, Carole Toque

Publication date: 16 November 2009

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-009-0091-x

zbMATH Keywords

factor analysisuncertainty measuresfund ratingsGranger causality in panelsequences of multiperiod

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cites Work

• A Mathematical Theory of Communication
• Testing for unit roots in heterogeneous panels.
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Evolution of the Topological Concept of "Connected"
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