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...

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Bibliographic Details
Main Authors: Daniel Chiew, Judy Qiu, Sirimon Treepongkaruna, Jiping Yang, Chenxiao Shi
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2019-01-01
Series:PLoS ONE
Online Access:https://doi.org/10.1371/journal.pone.0215320