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Paper / 2026SMQ / 239341055824084
Behind the Benchmark: Dissecting Active Bond Fund Performance
Vikas Jain / 甘应进
exchange traded funds / fixed incomeResource overview

Behind the Benchmark: Dissecting Active Bond Fund Performance

Paper2026

by Vikas Jain, 甘应进

Tags
exchange traded fundsfixed incomemutual funds

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Suggested foundations for rates and fixed income. Specialist prerequisites vary by paper.

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  1. The Bank Account, Short Rate, and the Fundamental Pricing Equation

    Understand discounting in a stochastic-rate model.

  2. DV01, Dollar Duration, and One-Factor Price Sensitivity

    Translate yield movements into first-order price risk.

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  1. Bootstrapping the Spot Curve from Market Instruments

    Build a consistent discount curve.

  2. The Vasicek Model: Mean Reversion, Affine Bond Prices, and the Gaussian Distribution

    Study a tractable mean-reverting rate model.

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