Average weighted maturity: Difference between revisions
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Also known as Weighted Average Maturity. | Also known as Weighted Average Maturity. | ||
== See also == | == See also == | ||
* [[Weighted average maturity]] | * [[Weighted average maturity]] | ||
Revision as of 14:26, 6 May 2016
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.
