Markus Natter

University of Augsburg

Universitaetsstrasse 16

Augsburg, 86159

Germany

http://www.wiwi.uni-augsburg.de/bwl/wilkens/team/mitarbeiter/natter_markus/

SCHOLARLY PAPERS

4

DOWNLOADS

285

CITATIONS

0

Scholarly Papers (4)

1.

Maturity-Matched Bond Fund Performance

Number of pages: 44 Posted: 02 Dec 2016 Last Revised: 10 Jul 2019
Markus Natter, Martin Rohleder and Marco Wilkens
University of Augsburg, University of Augsburg and University of Augsburg
Downloads 254 (118,786)

Abstract:

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Bond funds, performance, maturity-mismatch, yield curve, persistence, low beta

2.

Bond Mutual Funds and Complex Investments

Journal of Asset Management 2017, 18(6), 433-456
Number of pages: 43 Posted: 15 Mar 2016 Last Revised: 18 Mar 2018
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 29 (466,295)

Abstract:

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Mutual fund performance, bond funds performance, derivatives interest rate futures

3.

The Benefits of Option Use by Mutual Funds

Journal of Financial Intermediation 2016, 26, 142-168
Number of pages: 57 Posted: 24 Sep 2014 Last Revised: 28 Mar 2019
University of Augsburg, University of Augsburg, University of Augsburg and University of Augsburg
Downloads 2 (630,944)

Abstract:

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Mutual funds, performance, options, hedging

4.

Option-Based Benchmark Indices – A Review of Performance and (In)appropriate Measures

Journal of Futures Markets (doi: 10.1002/fut.21865) Forthcoming
Posted: 18 Mar 2017 Last Revised: 25 Jul 2017
Markus Natter
University of Augsburg

Abstract:

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performance, options, hedging, option strategy benchmark indices