Tag: duration (Page 1 of 2)
The Bank of Canada cut rates in 2015 – so why did Canadian preferreds lose 20%? And what can American investors learn from this experience?
The prospect of rising rates is constantly in the news, but simply shortening duration may not protect a portfolio. Doing so could result in a worse outcome
Looking up the current duration of an ETF is easy; estimating the historical duration is not. We look at a reactive way to reduce estimation risk.
Duration Timing with Style Premia
By Corey Hoffstein
On June 26, 2017