Purpose This paper aims to give a brief review on behavioral economics and behavioral
finance and discusses some of the previous research on agents' utility functions, applicable …

We use a unique dataset of SEC Form N-SAR filings to examine the gross flows of US bond
funds. We find that gross inflows and outflows average around 4% of total net assets per …

We evaluate the performance of fixed income Exchange Traded Funds (ETFs). We find that
Treasury ETFs are indeed able to track their benchmarks, but that Investment Grade …

In this study, we evaluate performance of the Indian fixed income mutual funds using a
comprehensive sample of funds over a period from April 2015 to March 2020. We examine …

Despite the increased acknowledgment of the significance of diversity, equity, & inclusion
(DEI) in company effectiveness, there is limited research investigating the direct effects of …

From 2000 to 2018, the total number of sustainable assets under management expanded
from under $2 tn to just over $30 tn globally. 1 As of the beginning of 2020, sustainable …

本研究實證資料主要收集自台灣經濟新報資料庫(TEJ) 中債券型共同基金, 特別針對投資在不同
地區與高收益為投資目的為主; 樣本期間2011~ 2015 年, 投資報酬率自成立以來平均為6.828 …

This paper is enhancing the four-factor fixed income asset pricing model initially developed
by Elton et al.(1995). Progress into fixed income asset pricing has been slow, and there is …

This entry studies the way to introduce risk into financial analysis. It suggests and analyzes
metrics to improve the classic methods, like the Sharpe and Treynor ratios or the Net Present …

Abstract The Sharpe Ratio, Conditional Sharpe Ratio, Conditional Treynor Ratio, Treynor
Ratio, Jensen's Alpha, Appraisal Ratio, Sortino and Van der Meer Ratio (1991), Sortino, Van …