What Drives the Performance of Convertible-Bond Funds? (Digest Summary)

Ammann, Manuel; Kind, Axel; Seiz, Ralf

What Drives the Performance of Convertible-Bond Funds? (Digest Summary)

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Date

2010

Authors

Ammann, Manuel

Kind, Axel

Seiz, Ralf

Publication type

Journal article

Published in

CFA Digest ; 40 (2010), 4. - pp. 58-59. - ISSN 0046-9777. - eISSN 1872-6372

Abstract

The authors find that stock-, bond-, and fund-related factors are drivers of convertible bond fund (CBF) performance. And although CBF managers demonstrate successful timing, it does not totally offset poor selection and management fees. They conclude that CBF performance is comparable with that of a passive benchmark of stocks, bonds, and convertible bonds.

Subject (DDC)

330 Economics

Cite This

ISO 690

AMMANN, Manuel, Axel KIND, Ralf SEIZ, 2010. What Drives the Performance of Convertible-Bond Funds? (Digest Summary). In: CFA Digest. 40(4), pp. 58-59. ISSN 0046-9777. eISSN 1872-6372. Available under: doi: 10.2469/dig.v40.n4.30

BibTex

@article{Ammann2010Drive-28621,
  year={2010},
  doi={10.2469/dig.v40.n4.30},
  title={What Drives the Performance of Convertible-Bond Funds? (Digest Summary)},
  number={4},
  volume={40},
  issn={0046-9777},
  journal={CFA Digest},
  pages={58--59},
  author={Ammann, Manuel and Kind, Axel and Seiz, Ralf}
}

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