Sentence examples for portfolio duration from inspiring English sources

Bond managers have kept portfolio duration close to their benchmark index, approximately five years.

Bond players crowd in and elongate their portfolio duration to at least four and a half years, which is extreme for them.

Generally, the term "ultrashort" describes funds with portfolio durations of a year or less, compared with as long as five years for short-term funds.

The reported results for level and immunization strategies are obtained by minimizing the M-Squared subject to the condition that the portfolio's duration is equal to the target duration.

"We talk about purchasing power risk, scarcity of income for portfolios and duration risk, but a negative real interest rate is a challenge for the bond market".

As a rule of thumb, a one percentage point shift in interest rates causes a portfolio with a duration of X to move up or down in price by X%.

The fund is distinguished from a typical intermediate-duration portfolio by the insurance wrappers.

Nowadays bond analysts look not at portfolio maturity but at "duration".

As the problem of selecting several assets, and their weightings, in order to create a portfolio with a specific duration has multiple solutions, we employ the weight-selecting criteria suggested by Nawalkha et al.

In view of the low concentration of key resources, it is troubling that most projects in the research portfolio are of short duration, with an average of just over a year, and that it is therefore likely that much of the research portfolio is being renewed on a yearly basis.

But pension funds are different, the argument goes, and they require a different strategy: stocks when workers are young, perhaps, but later on, as workers age, an ultraconservative portfolio of bonds, with durations shortening as they approach retirement.