https://gdpark.blog/tags/bond-portfolio/Recent content in Bond Portfolio on gdpark.blogHugoenMon, 18 Nov 2024 00:00:00 +0000https://gdpark.blog/posts/cfa-l2-08-yield-curve-risks-and-economic-factors-nelson-siegel-model/Mon, 18 Nov 2024 00:00:00 +0000https://gdpark.blog/posts/cfa-l2-08-yield-curve-risks-and-economic-factors-nelson-siegel-model/Why effective duration falls flat for non-parallel yield curve shifts — and how key rate duration and the Nelson-Siegel model actually fix that.