If duration-convexity based heding is always superior to duration-only hedging, why dont people use ...
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Finance
| If duration-convexity based heding is always superior to duration-only hedging, why dont people use | ||||||
| duration-convexity based hedging all the times? | ||||||
| Is it true that the duration-convexity based approximation works well for any changes in yields of any | ||||||
| magnitude? Give your reasoning. | ||||||
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