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The performance of international bond funds
16 references·3 citing·39 second hop
The performance of international bond funds (1997)The performance of international bond fun…Handbook of Fixed‐Income Securities (2016)Handbook of Fixed‐Income Secu…The Performance of Bond Mutual Funds (1993)The Performance of Bond Mutua…Survivorship Bias in Performance Studies (1992)Survivorship Bias in Performa…U.S.–based international mutual funds (1991)U.S.–based international mutu…The Investment Performance of Low-Grade Bond Funds (1991)The Investment Performance of…Evaluating the Performance of International Mutual Funds (1990)Evaluating the Performance of…Evaluating the Performance of International Mutual Funds (1990)Evaluating the Performance of…International Investments. (1989)International Investments.The Benefits of International Diversification in Bonds (1988)The Benefits of International…The Handbook of Fixed Income Securities (1983)The Handbook of Fixed Income …Some Empirical Tests of the Theory of Arbitrage Pricing (1983)Some Empirical Tests of the T…Optimal international asset allocation (1982)Optimal international asset a…Investment Analysis and Portfolio Management. (1982)Investment Analysis and Portf…Investment Analysis and Portfolio Management. (1979)Investment Analysis and Portf…Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Risk, The Pricing of Capital …Mutual Fund Performance (1966)Mutual Fund PerformanceThe performance of US-based emerging market mutual funds (2017)The performance of US-based e…The Timing Ability of Fixed Income Mutual Funds (2005)The Timing Ability of Fixed I…The relationship between international bond markets and international stock markets (1998)The relationship between inte…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Risk and Return in an Equilibrium APT (1987)The empirical foundations of the arbitrage pricing theory (1988)The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias (1992)An Empirical Evaluation of Accounting Income Numbers (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Modern Portfolio Theory and Investment Analysis. (1982)The Performance of Hedge Funds: Risk, Return, and Incentives (1999)International evidence on ethical mutual fund performance and investment style (2004)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The relationship between return and market value of common stocks (1981)Sources of risk and expected returns in global equity markets (1994)Diversification, Integration and Emerging Market Closed‐End Funds (1996)Do mutual funds time the market? Evidence from portfolio holdings (2007)The Behavior of Stock-Market Prices (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Time-varying conditional covariances in tests of asset pricing models (1989)Measuring abnormal performance (1992)Liquidity, default, taxes, and yields on municipal bonds (2007)The on-the-run liquidity phenomenon (2009)Do Country-level Investor Protections Affect Security-level Contract Design? Evidence from Foreign Bond Covenants (2011)How Many Stocks Make a Diversified Portfolio? (1987)Stock market volatility, excess returns, and the role of investor sentiment (2002)Sorting things out: valuation of new firms in uncertain markets (2003)Fundamental Economic Variables, Expected Returns, and Bond Fund Performance (1995)A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund Databases (2001)Do Female Mutual Fund Managers Manage Differently? (2003)Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model (1994)Numerical Valuation of High Dimensional Multivariate American Securities (1995)An empirical analysis of changes in credit rating properties: Timeliness, accuracy and volatility (2008)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)Exchange rate variability and the riskiness of U.S. multinational firms: Evidence from the breakdown of the Bretton Woods system (1996)Event study concerning international bond price effects of credit rating actions (2001)Explaining and Forecasting Bond Risk Premiums (2010)
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References

  • 1966Mutual Fund Performance3,932 cited
  • 1992Survivorship Bias in Performance Studies1,118 cited
  • 1979Investment Analysis and Portfolio Management.985 cited
  • 1969Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios941 cited
  • 1993The Performance of Bond Mutual Funds464 cited
  • 2016Handbook of Fixed‐Income Securities407 cited
  • 1990Evaluating the Performance of International Mutual Funds399 cited
  • 1983Some Empirical Tests of the Theory of Arbitrage Pricing376 cited
  • 1989International Investments.291 cited
  • 1983The Handbook of Fixed Income Securities193 cited
  • 1991The Investment Performance of Low-Grade Bond Funds183 cited
  • 1990Evaluating the Performance of International Mutual Funds124 cited
  • 1982Investment Analysis and Portfolio Management.114 cited
  • 1991U.S.–based international mutual funds101 cited
  • 1988The Benefits of International Diversification in Bonds92 cited
  • 1982Optimal international asset allocation76 cited

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Cited by

  • 1998The relationship between international bond markets and international stock markets21 cited
  • 2005The Timing Ability of Fixed Income Mutual Funds21 cited
  • 2017The performance of US-based emerging market mutual funds20 cited