2. 债券 政府或公司签发的承诺向持有人支付一定利息并在到期后偿还本金的借款证书。通常发行人以财产抵押作为偿付担保，但bond在广义上也可指无担保债券〔debenture〕。如：In the event that Units of the AllianceBernstein - Global Bond Portfolio “A2” are unavailable for allocation, the loyalty bonus will ...
PORTFOLIO management (Investments)BOND pricesBOND marketPRICE varianceThe duration times the credit spread of a bond, denoted DTS, is an effective proxy for its price variance. On an aggregate level, the measure is key to specifying the covariance between bond prices as well. Using a sampl...
In the event that Units of the AllianceBernstein - GlobalBond Portfolio“A2” are unavailable for allocation, the loyalty bonus [...] aia.com.hk aia.com.hk 若聯博-環球債券基金“A2”的單位 無法可被分配,我們擁有分配其他投資選擇的單位至最初供款 ...
phdthesis{4427462, author = {Van Hyfte, Wim}, language = {eng}, pages = {204}, publisher = {Ghent University. Faculty of Economics and Business Administration}, school = {Ghent University}, title = {The predictability of bond and stock returns and the implications for portfolio allocation}...
This actively managed ETF currently holds a portfolio of 233 convertible bonds and preferred shares around the world, with a 26% allocation to North American issuers. Fidelity notes that this ETF has a long maturity profile, making it more sensitive to interest rate changes. FPFD charges a ...
We will demonstrate that the scheme proposed in this paper works very well, at least in the Japanese market. 展开 关键词: Integrated portfolio optimization - Risky bonds - Mean-absolute deviation model - Asset  allocation DOI: 10.1007/s10287-006-0017-9 ...
The Fund does not currently commit to investing more than 0% of its assets in Sustainable Investments with an environmental objective aligned with the EU Taxonomy, however, these investments may form part of the portfolio. The Fund does not currently commit to invest in fossil gas and/or ...
Bond portfolio optimization with long-range dependent credits Consider the optimal allocation between money market account and corporate bond fund. While the money market account is free of credit risk, corporate bond... J Yin,HY Wong - 《Journal of Industrial & Management Optimization》 被引量: ...
Sectors weighting is calculated using only long position holdings of the portfolio. Top 10 holdings Top 10 holdings as a per cent of portfolio 40.89% 7.82% 0.00% 7.82% Category average% Net assets% Short% Long Company1 year changePortfolio weightLong allocation Ssi Us Gov Money Market Class ...
foreign currency exchange rates with respect to the portfolio holdings denominated in non-U.S. currencies for the valuation price will be generally determined as of the close of business on the New York Stock Exchange, whereas for the vendor price will be generally determined as of 4 p.m. Lo...