微信扫一扫
实时资讯全掌握
| Truxell’s most likely reply to Newman’s answer to the question regarding duration matching would be: A. “As a matter of fact this type of matching is the best way to assure that the tracking error attributable to a yield shift is minimized.” B. “Matching the primary risk factors of the index such as duration, cash flow, sectors, quality, and callability is the most effective method". C. “It is not sufficient. Sector cell weighting is the recommended strategy to control for primary risk factors.” |