On the Efficiency of the Benchmarks Used in the Asset Management
In this work we studied the efficiency of the benchmarks used in the asset management industry. In chapter 2 we analyzed the efficiency of the benchmark used for the government bond markets. We found that for the Emerging Market Bonds an equally weighted index for the country weights is probably the...
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| Format: | Doctoral Thesis |
| Language: | en |
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Alma Mater Studiorum - Università di Bologna
2013
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| Online Access: | http://amsdottorato.unibo.it/5579/ |