Average weighted maturity: Difference between revisions
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''Portfolio analysis''. | ''Portfolio analysis''. | ||
A calculation of the weighted average of the maturities of fixed income instruments held in a portfolio. | A calculation of the weighted average of the maturities of fixed income instruments held in a portfolio. | ||
Average weighted maturity is correlated to the risk profile of the portfolio, for example, longer Average Weighted Maturity implies greater price volatility. | Average weighted maturity is correlated to the risk profile of the portfolio, for example, longer Average Weighted Maturity implies greater price volatility. | ||
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== See also == | == See also == | ||
* [[Weighted average maturity]] | * [[Weighted average maturity]] | ||
Revision as of 17:13, 29 July 2013
Portfolio analysis.
A calculation of the weighted average of the maturities of fixed income instruments held in a portfolio. Average weighted maturity is correlated to the risk profile of the portfolio, for example, longer Average Weighted Maturity implies greater price volatility.
Also known as Weighted Average Maturity.
