Sentences with phrase «target duration exposure»

Pros: balance sheet friendly, highly liquid, supports long and short positions Cons: have to roll futures positions, can not precisely target duration exposure as not all major tenors are covered by futures contracts.

Not exact matches

When we standardized all the estimates to a common scenario — i.e., the same exposure to screening, and a similar target population, period of screening, and duration of follow - up — the magnitude of the difference between studies dropped from twentyfold to about fourfold.»

Combined, these features change the drivers of risk and return, enabling IGHG and HYHG to target zero duration and zero interest rate risk while offering full credit exposure.

If you are looking to add bond exposure to your portfolio, there are a few questions you have to answer first: what kind of bonds are you looking to add, what duration are you targeting, and will you be purchasing individual bonds or a bundle of bonds through bond mutual fund or ETFs?

By giving bond investors more targeted exposure, Kletz says investors get an «efficient means to adjust the duration, credit and issuer profiles in their portfolios.»