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- 2011-7-2
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3#
发表于 2011-7-13 14:19
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| both credit curves, both term structure and credit structure, are almost always positively sloped. in an effort to moderate portfolio risk, many portfolio managers take credit risk in short and intermediate maturities, and to substitute less-risky government securities in long-duration portfolio buckets. this strategy is called credit barbell strategy. |
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