Axioma: Fixed-Income Portfolio Optimization
Risk models are essential for risk management. They quantify and help analyze the embedded risks of portfolios by identifying systematic and firm-specic components of risk. In particular, exposure and risk contribution analyses identify different types of risk such as interest rate or equity risk, and helps portfolio managers mitigate risk by adding a hedge or selling concentrated positions. As a decision support tool, risk models aid in portfolio construction, performance attribution, and
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