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Modeling active management in the Japanese bond market
Fjelstad, Mary, (2002)
MODELING THE PERFORMANCE OF ACTIVE MANAGERS IN THE EUROLAND BOND MARKET - With the advent of the European Monetary Union on January 1, 1999, historical fixed-income management results became irrelevant. To assess the potential of value-added strategies, this article simulates various European bond management strategies using historical returns from a market that is likely to be similar to the new ...
Fjelstad, Mary, (1999)
MODELING ACTIVE MANAGEMENT IN THE JAPANESE BOND MARKET