Giulio Rossetti

University of Warwick, Warwick Business School

West Midlands, CV4 7AL

United Kingdom

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Common pitfalls in the evaluation of corporate bond strategies

UNSW Business School Research Paper Forthcoming
Number of pages: 69 Posted: 19 Sep 2023 Last Revised: 16 Sep 2024
Alexander Dickerson, Cesare Robotti and Giulio Rossetti
UNSW Business School, Warwick Business School and University of Warwick, Warwick Business School
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Abstract:

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Empirical asset pricing, Corporate bond anomalies, Market microstructure noise, Bidask bias, Sharpe ratio, Corporate bond strategies, Look-ahead bias, Data uncertainty