@article {Fung127, author = {Hung-Gay Fung and Chuan-Hao Hsu and Wai Lee and Jot Yau}, title = {Dim Sum Bonds: Do They Whet Your Appetite? }, volume = {41}, number = {5}, pages = {127--135}, year = {2015}, doi = {10.3905/jpm.2015.41.5.127}, publisher = {Institutional Investor Journals Umbrella}, abstract = {In this article, the authors use the Sharpe ratio and stochastic dominance to evaluate and compare the performance of dim sum bond index returns with equity and fixed-income benchmarks in Asia, Europe, and the U.S. The results indicate that dim sum bonds outperform almost all of the benchmarks studied, suggesting dim sum bonds to be a potential candidate for global portfolios.TOPICS: Global, portfolio construction}, issn = {0095-4918}, URL = {https://jpm.pm-research.com/content/41/5/127}, eprint = {https://jpm.pm-research.com/content/41/5/127.full.pdf}, journal = {The Journal of Portfolio Management} }