Flirting with Models

The Research Library of Newfound Research

Tag: taper

Your Portfolio, Unhedged

Historically, fixed income has provided diversification to equities. What happens if the correlation of fixed income to equities inverts?

A Simple Formula to Understand the Effects of Rising Rates on Constant Maturity Fixed-Income ETFs

For constant maturity fixed income ETFs, the periodic rollover to new issues can be beneficial during rising rates. Duration is not the only factor.
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