Talk:Bonds: advanced topics

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Many of these topics have pages on Wikipedia. What do you guys think about including "for further reading" links to those topics? E.G. [wiki duration page] has a much more involved discussion. --RobG1 19:28, 10 September 2010 (UTC)

Sounds like a good idea. There are a few other good references for duration out there (e.g. Investopedia), although surprisingly few for convexity. --Linuxizer 19:32, 10 September 2010 (UTC)

I made an initial attempt to consolidate definitions, but never got very far. Feel free to use anything from here: [[:Duration - Definitions Refined]] (page renamed to Duration - math definitions --LadyGeek 12:34, 2 January 2011 (EST)) William Sharpe's site has some good math background. --LadyGeek 21:48, 10 September 2010 (UTC)

Sorry, I forgot to check "watch" so I wasn't aware that you guys were talking. LadyGeek, that page looks good but it seems like a lot of work compared to what I was thinking. I was just suggesting adding links to wikipedia on subjects that they have entries on. Our pages provide a good summary suitable for most investors, but the wikipedia entries go into more depth. I suppose the investopedia also does but I haven't looked at that. I'll put the links and to show you what I mean.

Development page renamed to Duration - math definitions --LadyGeek 12:34, 2 January 2011 (EST)

Reader feedback: Does duration hold more impl...

50.0.66.142 posted this comment on 29 July 2014 (view all feedback).

Does duration hold more implications for asset allocation? I assume the need to spend funds held in bonds should determine the desired duration. Funds needed in the next year or two in money market, CD's instruments and money not needed for a couple of years in short-term bond funds and the balance of funds not needed for several years held in bonds, total bond funds or specific term funds with durations that allow you to sleep well.

Index Fund Advisors and Dimensional Funds Advisors pitch very short-term bond funds in their asset allocation portfolios. They justify the short duration as allowing them to take more risk in the equity portion of their portfolio. I suspect their is a rebuttal to this connected to the differences in standard deviation or some return to risk ratio (Sharpe?) I would appreciate some direction in this area as well.

P.S. I am posting this in the discussions as well.

Any thoughts?

Blbarnitz 18:53, 29 July 2014 (CDT)

Reader feedback: the above external link for...

99.20.101.18 posted this comment on 24 September 2014 (view all feedback).

the above external link for the Bond Price, Duration and Convexity Calculator no longer links to intended target.

Any thoughts?

Peculiar Investor 07:49, 24 September 2014 (CDT)

The author, Razvan Pascalau changed colleges. His resume shows he studied at the University of Alabama, which is the location of the old link. --LadyGeek 19:45, 24 September 2014 (CDT)