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Mar
21
comment Is duration additive? $C_{newDur}=A_{fundDur}w_{a} + B_{fundDur}w_{b}$?
I don't remember much due to the time span, but I think most textbooks just blatantly assume this is the case, while non-additive shifts seem to pose a not so trivial research problem. I'm sorry I don't feel competent enough to delve into the subject right now, as I've mostly switched fields completely. Maybe someone more versed will be able to chime in.
Mar
21
revised Is duration additive? $C_{newDur}=A_{fundDur}w_{a} + B_{fundDur}w_{b}$?
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reviewed Leave Closed a good book on option pricing from theoretical and practical aspect
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revised Exercising an American call option early
Value formatting, typo
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comment Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory?
It is advisable that you also quote the relevant part instead of simply referring to an external link. External references are not permanent and have a tendency to become unreachable as time passes.
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