Enhanced Indexing Strategy - Small Risks
This strategy allows leverage for minor mismatches in the risk factors except duration to tilt the portfolio in favour of particular areas of relative value like sector, term, structure, quality and call risk etc. In this kind of a bond management strategy, the portfolio manager applies some qualitative discretion or intelligence to compensate for administrative costs by following return enhancing policies, which may have higher risks.
This tutorial is a part of the course Bond Portfolio Benchmarks. This is a premium course. The purchase options for the course are provided below. With this course, you get access to complete course content, source code, practical exercises, and all resources that are a part of the course.
Get unlimited access to all courses and premium content