WEBCASTS
Risk Management: Ultra-Short Duration Bond Strategies
Given the interest rate outlook and risks associated with an aging bull equity market, more investors are looking to the short-end of the yield curve in the fixed-income market to hedge risks and still generate some decent returns. In this upcoming webcast, J.P. Morgan Asset Management and ETF Trends will take the pulse of the current market conditions and look to an ultra-short duration bond strategy to help financial advisors protect their portfolios.
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SUMMARY
Topics will include:
- Overview of current fixed-income market conditions
- The Federal Reserve’s monetary policy outlook and its effects on bonds
- The benefits of a low-duration, fixed-income strategy in a rising rate environment
- How financial advisors can incorporate a short-duration strategy to diversify a bond portfolio
Not accepted for one hour of CFP/CIMA CE credit for live and on-demand attendees
CFA Institute members are encouraged to self-document their continuing professional development activities in their online CE tracker.
SPEAKERS
Samantha Azzarello
Vice President, Global Market StrategistJ.P. Morgan Asset Management
Alexander Nobile
Vice President, Investment SpecialistJ.P. Morgan Asset Management
Tom Lydon
Editor and PublisherETF Trends
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