标题: fixed income portfolio return [打印本页] 作者: malbec 时间: 2013-5-7 20:47 标题: fixed income portfolio return
In note 5, page 114 (ii), Kappa asset management claims the stragegy is to immunize again interest rate exposure and from the table it did a very good job of 36 basis point outperformance to the benchmark in the “interest rate management effect” part. Why the answer says the claim in this part is incorrect?作者: RobertA 时间: 2013-5-7 20:50
what book?作者: nitoha 时间: 2013-5-7 21:02
dingying85 wrote:thanks for the answer
My pleasure.
