Tài liệu hạn chế xem trước, để xem đầy đủ mời bạn chọn Tải xuống
1
/ 41 trang
Thông tin tài liệu
...Contents Other Fixed- Income Strategies – – – Combination Strategies Leverage Derivatives Enabled Strategies International Bond Investing – – – – Active vs Passive Management Currency Risk... Fixed- Income Manager – – – Historical Performance as a Predictor of Future Performance Developing Criteria for Selection Comparison with Selection of Equity Managers www.irfanullah.co Other Fixed. .. rf Return on Portfolio, Rp = rf + (B/E) x (rf – k) www.irfanullah.co If portfolio has assets and liabilities, how you calculate the duration of equity… DE = (DAA – DLL) / E Bond Portfolio = $140