Measuring Yield Curve Risk Using Principal Components, Analysis, Value, At Risk, And Key Rate Durations-Reference-Cited by-同舟云学术

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Measuring Yield Curve Risk Using Principal Components, Analysis, Value, At Risk, And Key Rate Durations

Published:1997-07-31 Issue:4 Volume:23 Page:72-84
ISSN:0095-4918
Container-title:The Journal of Portfolio Management
language:en
Short-container-title:JPM

Author:

Golub Bennett W.,Tilman Leo M.

Publisher

Pageant Media US

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Cited by 26 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

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