ON BENCHMARKS AND THE PERFORMANCE OF DEM BOND MUTUAL FUNDS - This article analyzes the performance of 40 deutschemark bond mutual funds between 1988 and 1996. Performance is measured by estimating unrestricted single and multi-index models as well as an asset class factor model that takes investment restrictions into account. Many funds exhibit statistically significant negative performance with ...
Year of publication: |
2000
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Authors: | Maag, Felix ; Zimmermann, Heinz |
Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 10.2000, 3, p. 31-46
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