3-month Treasury yield shows notable risk premium
The recent weekly simulation for U.S. Treasury yields has provided insights into the 3-month yield. According to financial expert Robert Jarrow, forward rates include a risk premium that goes beyond basic market expectations. This premium is highlighted in a new graph that illustrates zero-coupon yields. For those interested in corporate bonds, a new resource called The Corporate Bond Investor ranks over 160 bonds daily. It aims to help investors determine the best risk-adjusted values available in the market. This tool is beneficial for those looking to optimize their bond investments. Dr. Donald R. van Deventer, a seasoned professional in risk management, founded Kamakura Corporation over 30 years ago. After joining SAS Institute in 2022, he has been leading efforts to make advanced risk analytics available to individual investors through The Corporate Bond Investor. Currently, this investing group is unique in its focus on corporate bonds and their risk-adjusted returns. It's important to note that the article does not contain any investment advice and individual results may vary based on past performance.