Fixed-income fund performance: Role of luck and ability in tail membership

MA Ayadi, L Kryzanowski - Journal of Empirical Finance, 2011 - Elsevier
… The first major finding of this paper is that performance of Canadian fixed-income fund
managers based on net (gross) returns is negative (positive) and weakly sensitive to the choice of …

Fixed income fund performance across economic states

W Ferson, D Kisgen, T Henry - Research in Finance, 2006 - emerald.com
We evaluate the performance of fixed income mutual funds using stochastic discount factors
motivated by continuous-time term structure models. Time-aggregation of these models for …

Assessing Fixed-Income Fund Manager Style and Performance From Historical Returns.

DT Brown, WJ Marshall - Journal of Fixed Income, 2001 - elibrary.ru
Assessing Fixed-Income Fund Manager Style and Performance From Historical Returns. …
ASSESSING FIXED-INCOME FUND MANAGER STYLE AND PERFORMANCE FROM …

Evaluating fixed income fund performance with stochastic discount factors

WE Ferson, DJ Kisgen, TR Henry - Available at SSRN 424346, 2003 - papers.ssrn.com
We evaluate the performance of fixed income mutual funds using stochastic discount factors
from continuous-time term structure models. Time-aggregation of the models for discrete …

The Hunt for Alpha in ESG Fixed Income: Fund Evidence from around the World

I Zorina, L Corlett-Roy - The Journal of Impact and ESG Investing, 2022 - pm-research.com
Investment organizations around the globe have increasingly been committed to integrating
ESG considerations into their processes. Capital allocation to ESG fixed-income funds …

How the Fund works

ACI Fund - Alexander Credit Income Fund, 2005 - investmentmarkets.com.au
You can acquire units by completing the Application Form that accompanies this PDS or by
making an application through the mFund settlement service (“mFund”) by placing a buy …

[PDF][PDF] Nafa Income Fund Annual Report 2016

NI Fund - 2016 - repository.lahoreschool.edu.pk
The size of NAFA Income Fund has increased from Rs. 583 million to Rs. 619 million during
the period, ie a growth of 6.17%. During the said period, the unit price of NAFA Income Fund

[PDF][PDF] LAKSON INCOME FUND ANNUAL REPORT 2014

LI Fund - 2014 - repository.lahoreschool.edu.pk
The investment objective of the Scheme is to provide competitive total returns through
investment in a diversified portfolio of fixed income securities. The Scheme shall invest in various …

[PDF][PDF] Askari Income Fund Annual Report 2010

AI Fund - 2010 - repository.lahoreschool.edu.pk
… The past year proved to be a testing year for Askari Income Fund, however we believe that
the management has the ability to bring about positive change in the Fund s performance with …

[PDF][PDF] Hbl Income Fund Annual Report 2010

HI Fund - 2010 - repository.lahoreschool.edu.pk
During the year under review the Central Bank further reduced the policy discount rate in
phases to 13 percent in August 2009 and further to 12.5% in November 2009, in response to a …