TY - JOUR T1 - Dim Sum Bonds: <em>Do They Whet Your Appetite?</em> JF - The Journal of Portfolio Management SP - 127 LP - 135 DO - 10.3905/jpm.2015.41.5.127 VL - 41 IS - 5 AU - Hung-Gay Fung AU - Chuan-Hao Hsu AU - Wai Lee AU - Jot Yau Y1 - 2015/01/31 UR - https://pm-research.com/content/41/5/127.abstract N2 - 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 ER -