What are the drawbacks of the cell-based approach for bond portfolio construction?
Answer to relevant QuestionsWhy is it difficult to build a portfolio in pursuing a pure bond indexing strategy? Following is a portfolio consisting of 50 bonds with a market value of $100 million as of April 29, 2011: Describe in detail the risk characteristics of this portfolio. Be sure to discuss where it seems like the manager is ...Why might one expect that for a manager pursuing an active management strategy that the backward-looking tracking error at the beginning of the year will deviate from the forward-looking tracking error at the beginning of ...How does a yield-spread pickup trade differ froma credit-upside trade? What are the risks associated with a bond immunization strategy?
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