19. Forward-looking tracking error due to quality risk and due to nonsystematic risk (issuer-specific risk and issue-specific

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19. Forward-looking tracking error due to quality risk and due to nonsystematic risk (issuer-specific risk and issue-specific risk) can be used to estimate the exposure of a bond portfolio relative to a benchmark.

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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 24, 2024 04:02 AM

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19. Forward-looking tracking error due to quality risk and due to nonsystematic risk (issuer-specific risk and issue-specific

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Measuring And Controlling Interest Rate And Credit Risk

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