请问老师,BUY AND HOLD其实是extend the duration to the investment horizon(但是比基准的duration更大), however, rolling down the yield curve 是 extend the duration longer than the investment horizon, 可以这样理解吗?
Dinny · 2024年10月26日
请问老师,BUY AND HOLD其实是extend the duration to the investment horizon(但是比基准的duration更大), however, rolling down the yield curve 是 extend the duration longer than the investment horizon, 可以这样理解吗?
那如果静态情况下,为什么还要使用buy and hold呢? 肯定是使用 rolling down the yield curve啊, 因为收益更大。