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- 帖子
- 271
- 主题
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- 注册时间
- 2011-7-2
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- 2014-6-29
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| This is not for an academic article, this is for an ongoing monitoring/management of a global bond portfolio. I just want to derive an overall portfolio duration that will be a meaningful measure of the sensitivity of the entire portfolio to the U.S. yield changes. |
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发表于 2011-10-14 23:23
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