MEASURES OF DURATION-Reference-Cited by-同舟云学术

MEASURES OF DURATION

Published:1978-10 Issue:4 Volume:16 Page:497-507
ISSN:0095-2583
Container-title:Economic Inquiry
language:en
Short-container-title:

Author:

Bierwag G. O.

Publisher

Wiley

Subject

Economics and Econometrics,General Business, Management and Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1465-7295.1978.tb00522.x/fullpdf

Reference12 articles.

1. Bierwag, G. O. , and Kaufman, G. G. , “Coping with the Risk of Interest-Rate Fluctuations: A Note,” Journal of Business, July, 1977.

2. Caks, John , “A Refutation of Duration,” Harris Turst and Savings Bank, Chicago. Paper presented at the Midwest Finance Association meetings, 1976.

3. Fisher, L. , and Weil, R. L. , “Coping with the Risk of Interest Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies,” Journal of Business, October, 1971, 408-31.

4. On Duration and the Optimal Maturity Sturcture of the Balance Sheet;Grove;The Bell Journal of Economics and Management Science,1974

5. A Model of the Maturity Profile of the Balanced Sheet;Grove;Metroeconomica,1966

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