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The search for relative value in bonds

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  • Robin Grieves
  • Steven Mann

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  • Robin Grieves & Steven Mann, 2011. "The search for relative value in bonds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(1), pages 95-106, March.
    • Handle: RePEc:kap:fmktpm:v:25:y:2011:i:1:p:95-106
    DOI: 10.1007/s11408-010-0150-x
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    References listed on IDEAS

    as
    1. Klaus Düllmann & Agnieszka Sosinska, 2007. "Credit default swap prices as risk indicators of listed German banks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 269-292, September.
    2. Jobson, J D & Korkie, Bob M, 1981. "Performance Hypothesis Testing with the Sharpe and Treynor Measures," Journal of Finance, American Finance Association, vol. 36(4), pages 889-908, September.
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