The Persistence of European Bond Fund Performance: Does Conditioning Information Matter?(Report) - International Journal of Business

The Persistence of European Bond Fund Performance: Does Conditioning Information Matter?(Report)

By International Journal of Business

  • Release Date - Published: 2005-09-22
  • Book Genre: Industries & Professions
  • Author: International Journal of Business
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The Persistence of European Bond Fund Performance: Does Conditioning Information Matter?(Report) International Journal of Business read online review & book description:

ABSTRACT In this paper we investigate if past performance can be used to predict future performance in the European bond fund market. Both unconditional and conditional measures of performance are considered. To our knowledge, this is the first study, which directly analyses the impact of conditioning information in assessing the persistence phenomenon in relation to bond funds.

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