Leif Holger Dietze

Catholic University of Eichstaett-Ingolstadt

Auf der Schanz 49

Ingolstadt, 85049

Germany

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Scholarly Papers (1)

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The Performance of Investment Grade Corporate Bond Funds: Evidence from the European Market

European Journal of Finance, Vol. 15, No. 2, pp. 191-209, 2009
Posted: 27 Jul 2006 Last Revised: 13 Aug 2010
Leif Holger Dietze, Oliver Entrop and Marco Wilkens
Catholic University of Eichstaett-Ingolstadt, University of Passau and University of Augsburg

Abstract:

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performance measurement, European corporate bond market, investment grade corporate bond mutual funds, multi-index model, asset-class-factor model, Generalized Treynor Ratio