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- UID
- 222304
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- 402
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- 注册时间
- 2011-7-2
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- 2016-8-13
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bell99 Wrote:
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> If we define duration as % change in portfolio value for 100 bps change in interest rate, > than rebalancing the dollar duration is the same as rebalancing the duration.
>
> My opinion only.
Is it that : Rebalancing of DURATION = Rebalancing of DOLLAR DURATION ?
Anyone else can confirm ? |
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发表于 2011-7-11 15:27
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