The conditional performance of euro bond funds: evidence from Portugal during the debt crisis
This paper evaluates the performance of a survivorship bias-free data set of Portuguese funds investing in Euro-denominated bonds by using conditional models that consider the public information available to investors when the returns are generated. We find that bond funds underperform the market si...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2016
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| Texto completo: | http://hdl.handle.net/11110/1158 |
| País: | Portugal |
| Oai: | oai:ciencipca.ipca.pt:11110/1158 |