Mutual performance assessment model: Comparative analysis

Autor: Bazfa Azzah Zhorifah, Dwipraptono Agus Harjito

Publikováno v: Asian Management and Business Review, Vol 1, Iss 1 (2021)

This study aims to determine the comparison of mutual funds performance between stock mutual funds, fixed income mutual funds and mixed mutual funds in 2015-2017 using the Jensen, Sharpe, Treynor and Black models. Using purposive sampling method, thi

Externí odkaz: https://doaj.org/article/0e92bf422a4c468799cef27e3e5f07d4

What Drives Corporate Bond Market Betas?:Issue 157

Autor: Abhyankar, Abhay, Gonzalez, Angelica

Publikováno v: Abhyankar, A & Gonzalez, A 2007 ' What Drives Corporate Bond Market Betas? Issue 157 ' ESE Discussion Papers, no. 157, www.econpapers.repec.org .

We study the cross-section of expected corporate bond returns using an intertemporalCAPM (ICAPM) with three factors: innovations in future excess bond returns,future real interest rates and future expected ináation. Our test assets are a broadrange

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3094::8ea2e16f13e29503a9d692e7e6c6d7dd
https://hdl.handle.net/20.500.11820/bf731358-a009-4c6d-86cb-f004e2a026a8