top of page

What is Macaulay Duration

  • Alfred
  • Aug 5, 2023
  • 1 min read

Macaulay Duration is the time the investor takes to recover his invested money in the bond through coupons and principal repayment. This length of time is the weighted average of the period the investor should remain invested in the security to have the present value of the cash flows from the investment match the amount paid for the bond.


Reference:


Comments


Commenting has been turned off.
Never Miss a Post. Subscribe Now!

Thanks for submitting!

bottom of page