undefinable2023-05-17 23:29:57
undefinable关于roll down return 蓝色的这句话错在哪里
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Simon2023-05-18 09:06:41
Simon同学，早上好。这句话错在regardless of yield curve changes，应该是假设yield curve stable。
The rolldown return, sometimes referred to as “rolldown and carry return,” results from the bond “rolling down” the yield curve as the time to maturity decreases.
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