The Shrinkage Adjusted Sharpe Ratio: An Improved Method for Mutual Fund Selection

M Levy, R Roll - The Journal of Investing, 2023 - pm-research.com
In the summer of 1991, the first issue of The Journal of Fixed Income was published. More
than 900 articles have been published in the journal since then, educating market …

Contributions of The Journal of Fixed Income to Fixed-Income Analytics.

FJ Fabozzi - Journal of Fixed Income, 2022 - search.ebscohost.com
In the summer of 1991, the first issue of The Journal of Fixed Income was published. More
than 900 articles have been published in the journal since then, educating market …

Leveraged Municipal Bond Arbitrage: What Went Wrong?

G Deng, C McCann - The Journal of Alternative Investments, 2012 - search.proquest.com
Substantial losses suffered by several multibillion dollar fixedincome hedge funds have
brought attention to risks involved in what was advertised as a leveraged municipal bond …

Integritet referentne cijene za testiranje cijena američkih općinskih obveznica

S Devjak - Zbornik radova Ekonomskog fakulteta u Rijeci: časopis …, 2020 - hrcak.srce.hr
Sažetak Vanjske institucije koje raspolažu podacima o financijskim tržištima (dobavljači)
mogu za istu američku municipalnu obveznicu ponuditi različite cijene zbog razlika u …

[PDF][PDF] Integrity of the benchmark price for price testing of US municipal bonds

S Devjak - Zbornik radova Ekonomskog fakulteta u Rijeci: časopis …, 2020 - efri.uniri.hr
External financial market data institutions (vendors) may provide different prices for the same
US municipal bond due to differences among market participants in perception about its …

Analysis of Municipal Refunding Policies: A 50 Year Historical Approach

P Orr, D de la Nuez - Available at SSRN 2431267, 2014 - papers.ssrn.com
The most common tax-exempt fixed-rate bond series structure in the $3.7 trillion US tax-
exempt bond market includes callable debt for maturities greater than ten years. The …

[PDF][PDF] Leveraged Municipal Bond Arbitrage, What Went Wrong?

J Prendergast - 2009 - researchgate.net
The leveraged municipal bond arbitrage strategy was the primary investment strategy for
dozens of hedge funds. The funds were marketed based entirely on the false claim that …

[PDF][PDF] Optimal Bond Refunding: Evidence From the Municipal Bond Market

S Priyadarshi - 1997 - vtechworks.lib.vt.edu
This dissertation empirically examines refunding decisions employed by issuers of tax-
exempt bonds. Callable bonds contain embedded call options by virtue of provisions in …

[CITATION][C] Subsidized borrowing and the discount rate: the case of municipal capital budgeting and financial management

A Kalotay, B Tuckman - Municipal Finance Journal, 1999