Constant maturity indices

28 November 2017

 

By guest contributor Terry Toohey, Consultant, Atchison Consultants Traditionally investment portfolios are measured against indices in order to gauge the relative success or failure of the portfolio.  However, there is a problem with this approach. While comparing one portfolio against a standard portfolio makes a lot of sense in theory, in practice it comes with some problems, especially in the bond market. The problem can be reduced to one of...

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