Acronyms

I have them as:
Using Ex Post Data
Data Mining
Conditioning Information
Misinterpreting Correlation
Limitations of using Economic Data
Data Measurement Errors and Biases
Limitations of Historical Estimates
Psychological Traps
Model and Input Uncertainty
 
Six sources of excess return from international bond investing
MCS - DIC
1) Market selection
2) Currency selection
3) Security Selection
4) Duration management
5) Investing outside the relevant benchmark
6) Credit analysis
 
MIMC-spells Mimic almost
4 extensions to classical immunization
Multifunctional duration (a.k.a. key rate duration).

Increasing risk
Multiple-liability immunization.
Contingent immunization
 
Fixed Income Risks
CCI
Contingent claim risk (call risk, prepayment risk)
Cap Risk
Interst Rate risk
 
rahuls wrote:
Six sources of excess return from international bond investing
MCS - DIC
1) Market selection
2) Currency selection
3) Security Selection
4) Duration management
5) Investing outside the relevant benchmark
6) Credit analysis
Click to expand...
DISC CM
 
STR CTP
assesing the quality of the benchmark:
Systematic Bias
Tracking Error
Risk characteristics
Coverage
Turnover
Positive active positions
 
7 due diligence checkpoints
POORIST
Poeple
Oppertunity, market
Organization
Review documents
Investment process
Service providers
Terms and Structure
 
sherbeer wrote:
7 due diligence checkpoints
POORIST
Poeple
Oppertunity, market
Organization
Review documents
Investment process
Service providers
Terms and Structure
Click to expand...
DIMSTOP is also cool..
 
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