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)

Dateien

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Datum

2010

Autor:innen

Ammann, Manuel

Kind, Axel

Seiz, Ralf

Publikationstyp

Zeitschriftenartikel

Publikationsstatus

Published

Erschienen in

CFA Digest. 2010, 40(4), pp. 58-59. ISSN 0046-9777. eISSN 1872-6372. Available under: doi: 10.2469/dig.v40.n4.30

Zusammenfassung

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.

Fachgebiet (DDC)

330 Wirtschaft

Zitieren

ISO 690

AMMANN, Manuel, Axel KIND, Ralf SEIZ, 2010. What Drives the Performance of Convertible-Bond Funds? (Digest Summary). In: CFA Digest. 2010, 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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Universitätsbibliographie

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