Equity Duration

CFA Society Chicago

CFA Society Chicago member Dan Grana, CFA talks with Richard Sloan, Deloitte and Touche Chair in Accounting at University of Southern California - Marshall School of Business on his co-authored papers around the concept of equity duration and how it evolved through Covid-19.

Connect with Dan on LinkedIn https://www.linkedin.com/in/daniel-grana/

Resources:

2004 Paper (Publisher site): https://link.springer.com/article/10.1023/B:RAST.0000028186.44328.3f 2004 Paper (SSRN): https://papers.ssrn.com/sol3/papers.cfm?abstract_id=551644 2021 Paper: https://onlinelibrary.wiley.com/doi/10.1111/1475-679X.12348 Equity Duration Model: https://tinyurl.com/DurationSheet

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This podcast is provided for general information purposes only and does not constitute investment advice. The views are those of the speakers and not those of CFA Society Chicago.