Duration
Dec
06
2013
The Bull In Historical Context
The cyclical bull market is approaching its fifth birthday. Should you be nervous? Yes, but not so much because of its age.
Sep
10
2013
Duration: It’s Not Just For Bonds Anymore
We measure the sensitivity of common stocks to changes in interest rates using Implied Equity Duration. Growth-oriented sectors tend to have higher duration than Value-oriented sectors, while regional differences are largely explained by interest rate and risk premium differentials.
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