Selectivity, Market Timing and the Morningstar Star-Rating System
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- Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009. "Selectivity, Market Timing and the Morningstar Star-Rating System," Discussion Papers of DIW Berlin 874, DIW Berlin, German Institute for Economic Research.
References listed on IDEAS
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Keywordsmutual fund; Morningstar Star-Rating System; CAPM; conditional and unconditional portfolio performance evaluation;
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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