The after-tax turnover-related performance of bond mutual funds

The after-tax turnover-related performance of bond mutual funds

This paper investigates the after-tax performance of bond mutual funds relative to portfolio turnover using stochastic dominance analysis. Funds in the same investment objective category are ranked according to turnover and are split into high- and low-turnover groups. Results of the study are brief...

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Veröffentlicht in:Atlantic economic journal 2001-03, Vol.29 (1), p.115-115
Hauptverfasser: Payne, Janet, Taylor, Walton, Yoder, James
Format: Artikel
Sprache:eng
Schlagworte:
Analysis
Bonds
Economic research
Economics
Mutual funds
Portfolio performance
Stochastic models
Studies
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Zusammenfassung:This paper investigates the after-tax performance of bond mutual funds relative to portfolio turnover using stochastic dominance analysis. Funds in the same investment objective category are ranked according to turnover and are split into high- and low-turnover groups. Results of the study are briefly discussed.
ISSN:0197-4254
1573-9678
DOI:10.1007/BF02299938