Dim Sum Bonds: Do They Whet Your Appetite?

Volume: 41, Issue: 5, Pages: 127 - 135
Published: Dec 1, 2014
Abstract
In this article, the authors use the Sharpe ratio and stochastic dominance to evaluate and compare the performance of dim sum bond index returns with equity and fixed-income benchmarks in Asia, Europe, and the U.S. The results indicate that dim sum bonds outperform almost all of the benchmarks studied, suggesting dim sum bonds to be a potential candidate for global...
Paper Details
Title
Dim Sum Bonds: Do They Whet Your Appetite?
Published Date
Dec 1, 2014
Volume
41
Issue
5
Pages
127 - 135
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