14. Using principal component analysis, a portfolio manager can determine likely yield curve shifts and use those

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14. Using principal component analysis, a portfolio manager can determine likely yield curve shifts and use those shifts to assess the exposure of a portfolio to yield curve risk.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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Question Posted: Oct 23, 2024 10:00 AM

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14. Using principal component analysis, a portfolio manager can determine likely yield curve shifts and use those shifts to assess the exposure of a portfolio to yield curve risk.
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14. Using principal component analysis, a portfolio manager can determine likely yield curve shifts and use those

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Measuring And Controlling Interest Rate And Credit Risk

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