Hello guys, have any of you exposed to the concept of CTCE ? What does the acronym stands for? FYI the formula is this one :
CTCEi = Wi SDi BETAi
with Wi : the weight of the bond in the portfolio SDi : the bond's Spread Duration Betai : the bond's beta
Thanks!
Submitted January 14, 2017 at 05:50PM by TopKorm http://ift.tt/2jw5kdh
