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Define the Interest Rate Anticipation in Active Bond Portfolio Management Strategies?

Can some one describe the Active Bond Portfolio Management Strategy called as "Interest Rate Anticipation"?
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attourney
"Interest Rate Anticipation: • Reduce the portfolio duration when interest arte rate is expected to increase and vice versa. • Increase the investment in long duration bonds when interest rates are expected to decline • Move into shorter duration bonds if interest rate is going to be declined. Source: http://in.docsity.com/en-docs/Active_Bond_Portfolio_Management_Strategies_-_Security_Analysis_and_Portfolio_Management_-_Solved_Quiz_"
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joji
Due to the fact extended-period provides affect the nearly all within worth to get a given difference in rates, A director whould wish to store lengthy-phrase provides whenever premiums are usually decreasing. This could provide the highest rise in cost to get a account. The reverse holds true in a climbing rate of interest natural environment.
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