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The clientele effect around the turn of the year : evidence from the bond markets

Kotomin, Vladimir - In: Journal of economics and finance : JEF 45 (2021) 4, pp. 637-653

Persistent link: https://www.econbiz.de/10012656309

Bonds versus stocks : another look ; the look is at the market portfolio as well as at its components

Statman, Meir - In: The journal of portfolio management : a publication of … 13 (1987) 2, pp. 33-38

Persistent link: https://www.econbiz.de/10001114284

How the closure of a U.S. tax loophole may affect investor portfolios

Frei, Christoph; Welsh, Liam - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-10

In the United States, exchange-traded funds can defer capital gains taxes of their investors by taking advantage of a legal loophole. To quantify the impact of this tax loophole on investor portfolios, we study a rank-dependent expected utility model. We develop an approximation formula for the...

Persistent link: https://www.econbiz.de/10013273445

Exploring the performance of US international bond mutual funds

Fletcher, Jonathan; Littlejohn, Elizabeth; Marshall, … - In: The financial review : the official publication of the … 58 (2023) 4, pp. 765-782

Persistent link: https://www.econbiz.de/10014436067

Controlling for fixed-income exposure in portfolio evaluation : evidence from hybrid mutual funds

Comer, George; Larrymore, Norris; Rodríguez, Javier - In: The review of financial studies 22 (2009) 2, pp. 481-507

Persistent link: https://www.econbiz.de/10003816588

Commonality in liquidity in the US corporate bond market

Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 86-129). 2016

Persistent link: https://www.econbiz.de/10011733594

Optimizing cross-asset carry

Baltas, Nick - In: Factor investing : from traditional to alternative risk …, (pp. 317-364). 2017

Persistent link: https://www.econbiz.de/10011796432

Essays in financial economics

Greenwood, Robin - 2002

Persistent link: https://www.econbiz.de/10003779960

A new government bond volatility index predictor for the U.S. equity premium

Pan, Zheyao; Kam Fong Chan - In: Pacific-Basin finance journal 50 (2018), pp. 200-215

Persistent link: https://www.econbiz.de/10012033788

How skilful are US fixed-income fund managers?

Clare, Andrew D.; Cuthbertson, Keith; Nitzsche, Dirk; … - In: International review of financial analysis 74 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012803822