In other words, one asset class should not offer superior information opportunities so as to be over weighted in the portfolio relative to the other asset class. Regarding evidence on bond market...


In other words, one asset class should not offer superior information opportunities so as to be over weighted in the portfolio relative to the other asset class. Regarding evidence on bond market efficiency, some studies suggest that it is difficult to predict interest rate movements in order to exploit them within a bond portfolio.



May 24, 2022
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