邵同学2023-12-16 14:42:13
Measurement error for Asset BPV can arise even in the classic passive immunization strategy for Type I cash flows, which have set amounts and dates. Asset liquidity can become a risk factor in strategies that add active investing to otherwise passive fixed-income portfolios and would not be applicable here.老师您好,请问为啥active investment有流动性风险?这句话怎么理解呢
回答(1)
Simon2023-12-17 11:30:39
同学,上午好。因为active management会涉及频繁买卖债券,如果债券流动性不好,会大幅增加交易成本。
- 评论(0)
- 追问(0)
评论
0/1000
追答
0/1000
+上传图片
