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Posts Tagged ‘Duration’
The Case for Applying Equity Duration in Pension Fund Asset Allocation
Written by Poor Standards
Friday, 05 October 2012 04:38
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The Latest Duration of the S&P 500®

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Equity Duration of the S&P 500®
Written by Poor Standards
Wednesday, 08 August 2012 14:43
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In January 2004, S&P Indices published a paper which described a simple model of asset allocation for pension plans that incorporated the concept of equity duration. We believe that a diversified portfolio of equities and bonds can be immunized by leverag

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S&P Global Equity Indices Monthly Update February 2012
Written by Poor Standards
Monday, 23 July 2012 01:32
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The Latest Duration of the S&P 500®

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