@article {Swedroe107, author = {Larry Swedroe and Kevin Grogan}, title = {The Maturity of Fixed-Income Assets and Portfolio Risk}, volume = {18}, number = {4}, pages = {107--110}, year = {2009}, doi = {10.3905/JOI.2009.18.4.107}, publisher = {Institutional Investor Journals Umbrella}, abstract = {This article focuses on the decision of the appropriate maturity of nominal return Treasury bonds. The question it seeks to answer is: Are investors compensated for taking on additional risk by extending the maturity of fixed-income assets? As we will demonstrate, the answer (at least in terms of investments in Treasury bonds) is that it depends on the investor{\textquoteright}s overall asset allocation and how far out the maturities are extended.TOPICS: Risk management, equity portfolio management, fixed-income portfolio management}, issn = {1068-0896}, URL = {https://joi.pm-research.com/content/18/4/107}, eprint = {https://joi.pm-research.com/content/18/4/107.full.pdf}, journal = {The Journal of Investing} }