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The predictive ability of the expected utility-entropy based fund rating approach: A comparison investigation with Morningstar ratings in US
In this paper, we propose an alternative fund rating approach based on the Expected Utility-Entropy (EU-E) decision model, in which the measure of risk for a risky action was axiomatically developed by Luce et al. We examine the ability of this approach as an alternative fund rating approach for its...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2019
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6474604/ https://www.ncbi.nlm.nih.gov/pubmed/31002680 http://dx.doi.org/10.1371/journal.pone.0215320 |