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Verluste trotz steigender Kurse? : Probleme der Perfomancemessung bei Zinsänderungen
Schwetzler, Bernhard - 1996
Persistent link: https://www.econbiz.de/10000960154
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Return distributions of equity-linked retirement plans
Detering, Nils; Weber, Andreas; Wystup, Uwe - 2010
We have compared the performance of savings plans within the class of difference capital guarantee mechanisms: from the stop loss to classic investments in actuarial reserve funds. CPPI strategies with different leverage factors can be viewed as a compromises between these two extremes. In...
Persistent link: https://www.econbiz.de/10008798351
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The performance of corporate-bond mutual funds : evidence based on security-level holdings
Cici, Gjergji; Gibson, Scott - 2010
This is the first study of corporate-bond mutual fund performance that examines detailed security-level holdings and returns. The new database allows us to decompose the costs and benefits of active management. In contrast to prior research on equity funds that shows evidence of stock-selection...
Persistent link: https://www.econbiz.de/10008748159
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Missing the marks? : dispersion in corporate bond valuations across mutual funds
Cici, Gjergji; Gibson, Scott; Merrick, John J. - 2010 - First Draft: November 2007, This Draft: July 14, 2010
We study the dispersion of month-end valuations placed on identical corporate bonds by different mutual funds. Such dispersion is related to bond-specific characteristics associated with liquidity and market volatility. TRACE may have contributed to the general decline in dispersion over our...
Persistent link: https://www.econbiz.de/10008760338
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Real world index annuity returns
Babbel, David F.; Marrion, Jack; VanderPal, Geoffrey - 2009
Persistent link: https://www.econbiz.de/10009349822
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The flow-performance relationship in emerging market bond funds
Leung, David; Kwong, Max - 2018
Persistent link: https://www.econbiz.de/10012201695
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Intermediary balance sheet constraints, bond mutual funds' strategies, and bond returns
Giannetti, Mariassunta; Chotibhak, Jotikasthira; Rapp, … - 2024
Persistent link: https://www.econbiz.de/10014581685
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Testing for persistence in mutual fund performance and the ex post verification problem : evidence from the Greek market
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2007
Persistent link: https://www.econbiz.de/10003410801
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Greek budget realities : no easy options
House, Christopher L.; Tesar, Linda L. - 2015
Persistent link: https://www.econbiz.de/10011417803
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Greek budget realities : no easy options
House, Christopher L.; Tesar, Linda L. - 2016
As of August 2015, Greece's loan repayments due to external creditors through 2057 summed to €319.5 billion, requiring … sufficient to increase Greece's primary balance by one percent of 2014 GDP - roughly a quarter of Greece's total debt obligations … overestimate the amount of actual revenue that Greece would raise due to the endogenous adjustment of capital and labor. Meeting …
Persistent link: https://www.econbiz.de/10011537619