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.

March 05, 2019
11am PST | 2pm EST
1 CE Credit
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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.


Samantha Azzarello

Vice President, Global Market Strategist
J.P. Morgan Asset Management

Alexander Nobile

Vice President, Investment Specialist
J.P. Morgan Asset Management

Tom Lydon

Editor and Publisher
ETF Trends

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