GOVT invests throughout the treasury yield curve. The fund currently possesses a 4.14% SEC yield, convexity of 0.71, and ...

During the fourth quarter, the Harbor Disciplined Bond ETF returned –2.82% (NAV), outperforming its benchmark, the Bloomberg ...

Citing the difficulty of predicting interest-rate changes consistently, Baird's approach begins with matching this fund's overall interest-rate sensitivity, or duration, to the Bloomberg Short ...

June 2024’s 5.7-year portfolio duration was slightly above its normal band yet has remained range bound over time, owing to better portfolio convexity versus other mortgage-focused rivals.

You will learn analytic tools used in bond portfolio and interest rate risk management including yield curve construction, duration and convexity, and term structure models. This course is designed to ...

Potestio, P. (2025) On Two Different Approaches to the Optimal Unemployment Insurance Policy. Modern Economy, 16, 593-615.

Forbes contributors publish independent expert analyses and insights.

are based on a more extensive database, with more than 30 years of additional rainfall data and data from extra rainfall stations; are more accurate estimates, combining contemporary statistical ...