What are the different approaches used to estimate the duration of high-yield corporate bonds?

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:43 AM

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What are the different approaches used to estimate the duration of high-yield corporate bonds?

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In practice when assigning a duration to the highyield bonds in a portfolio managers have used two approaches 1 A heuristic ruleofthumb that involves ...View the full answer

Bond Markets Analysis and Strategies

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