Riding the yield curve


Riding the yield curve

Mit Riding-the-Yield-Curve (deutsch etwa: "Reiten auf der Zinsstruktur-Kurve") oder Laufzeitarbitrage bezeichnet man eine aktive Anlagestrategie mit festverzinslichen Wertpapieren, bei der eine nicht fristenkongruente Anlage liquider Mittel erfolgt, das heißt, bei einem Planungshorizont von bspw. einem Jahr werden die liquiden Mittel nicht in einjährige Papiere investiert, sondern in Papiere mit längerer Restlaufzeit. Das Papier mit der längeren Laufzeit wird zum Planungshorizont verkauft.

siehe auch

Zinsstrukturmodell


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