Dictionary
Thesaurus
Encyclopedia
Translator
Web

duration matching strategy

 - 1 dictionary result
Financial Dictionary

duration matching strategy

A method of assembling a bond portfolio so that the duration of the portfolio equals the duration of the investor's liability stream. Compare cash matching strategy.

Wall Street Words: An A to Z Guide to Investment Terms by David L. Scott.
Copyright © 2003. Published by Houghton Mifflin.
Cite This Source
Search another word or see duration matching strategy on Thesaurus | Reference
FacebookTwitterFollow us: