Tag Info

users hot new synonyms

New answers tagged index

0

Why do some mutual funds or indexes have an average effective maturity that is way larger (2-4 times larger) than the average effective duration?

In some cases, a portion of the principal can be returned before maturity. Mortgage bonds are one example.

fixed-income index duration mutual-fund funds

answered Sep 24 at 22:22

Charles Fox

4341 silver badge8 bronze badges

Top 50 recent answers are included

Quantitative Finance Stack Exchange works best with JavaScript enabled