Pursuing Higher Expected Returns with Duration Constraints

By Wei Dai, PhD, Head of Investment Research   |   Joseph Kolerich, Head of Fixed Income, Americas   |   Doug Longo, Co-Head of Product Specialists

Pursuing Higher Expected Returns with Duration Constraints
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Oct 01, 2017

Pursuing Higher Expected Returns with Duration Constraints

Research shows/explores how to pursue higher expected returns of a fixed income portfolio subject to duration constraints.

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