How can a multi-factor risk model be used to rebalance a portfolio?

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:46 AM

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How can a multi-factor risk model be used to rebalance a portfolio?

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Although it is common to illustrate portfolio construction starting with a position of cash and building a portfolio of securities in practice the more common task is to rebalance an existing portfoli...View the full answer

Bond Markets Analysis and Strategies

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