老师能否翻译一下这句话,PV01 is. conceptually equivalent to DV01, where the underlying curve fittung methodology defunes rates at all terms given the changes in the rates of the fitting securities.
已回答
Reducing correlation between the two assets results in the efficient frontier expanding to the left and possibly slightly upward. This reflects the influence of correlation on reducing portfolio risk.为什么会出现这种情况???