“HEDGING MORTGAGE SECURITIES TO CAPTURE RELATIVE VALUE,” CH. 8, KE...

30. “Hedging Mortgage Securities to Capture Relative Value,” Ch. 8, Kenneth B. Dunn, Roberto M. Sella, and Frank J. Fabozzi, Fixed Income Readings for the Chartered Financial Analyst

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edition, Frank J. Fabozzi, editor (CFA Institute, 2005) Purpose: To test fixed income portfolio management strategies. LOS: 2008-III-8-27-h