Risk Appetite
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.
Apr
05
2000
View From The North Country
Individuals are sincere about investing appropriately, but get virtually no advise about risk. Also, putting the speed and volatility of the internet revolution in perspective.
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