kathy sham2020-10-04 03:27:14
kathy shamWhy do we pick the highest cash flow one means low at TEv?
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Crystal2020-10-04 18:18:32
Crystal因为现金流越多，就意味着这个债券在整个portfolio组合中占比更大，更有话语权。所以选择了现金流大的。
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But how is this related to tracking error of benchmark?
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两个组合资产配置很像，所以跟踪误差就小呀。
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But two years and three years difference is much more smaller, isn’t it more similar?
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This topic is to use two bonds to copy the original portfolio, so we need to find the two bonds with the highest proportion in the original portfolio to copy.
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