The Limitations of Using Duration to Measure Risk

Nigel Johnson

Market Minute

October 23, 2019

In this week's Market Minute® Nigel Johnson covers one of his favorite topics from Performance Trust University®, duration. Nigel’s passion for duration didn’t slow him down during his run-in with the flu. You won’t want to miss him reviewing the three main types of duration: Macaulay, Modified and Effective and how these calculations may be analytically sound but may cause you to question how useful they truly are.