Risk Management with Duration: Potential and Limitations-Reference-Cited by-同舟云学术

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Risk Management with Duration: Potential and Limitations

Published:2009-04-08 Issue:2 Volume:17 Page:126-142
ISSN:0825-0383
Container-title:Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration
language:en
Short-container-title:

Author:

Bierwag Gerald O.,Fooladi Iraj J.,Roberts Gordon S.

Publisher

Wiley

Subject

Management of Technology and Innovation,Marketing,Public Administration,Business and International Management

Reference8 articles.

1. Fisher , L. Weil , R. L. 1971 Coping with the risk of market-rate fluctuations: Returns to bondholders from naïve and optimal strategies Journal of Business 408 431

2. Fooladi , I. Roberts , G. 1999 Duration analysis and its applications: A review, FINECO, February

3. Hopewell , M. Kaufman , G. G. 1973 Bond pricing volatility and years to maturity American Economic Review 749 753

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Duration Concepts, Analysis, and Applications;Encyclopedia of Finance;2022

2. Real duration and inflation duration: A cross country perspective on a multidimensional hedging strategy;Journal of International Financial Markets, Institutions and Money;2021-01

3. Duration Concepts, Analysis, and Applications;Encyclopedia of Finance;2021

4. Benchmark rate risk, duration gap and stress testing in dual banking systems;Pacific-Basin Finance Journal;2020-09

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