3

Duration: Its Development and Use in Bond Portfolio Management

Year:
1983
Language:
english
File:
PDF, 3.28 MB
english, 1983
4

Designing an immunized portfolio: Is M-squared the key?

Year:
1993
Language:
english
File:
PDF, 1.25 MB
english, 1993
6

Immunization, Duration, and the Term Structure of Interest Rates

Year:
1977
Language:
english
File:
PDF, 1.23 MB
english, 1977
7

Dynamic portfolio immunization policies

Year:
1979
Language:
english
File:
PDF, 1.01 MB
english, 1979
12

Optimal TIC Bids on Serial Bond Issues

Year:
1976
Language:
english
File:
PDF, 1.33 MB
english, 1976
13

Computing durations for bond portfolios

Year:
1990
Language:
english
File:
PDF, 381 KB
english, 1990
14

Duration Gap for Financial Institutions

Year:
1985
Language:
english
File:
PDF, 558 KB
english, 1985
15

Duration as a measure of basis risk

Year:
1989
Language:
english
File:
PDF, 406 KB
english, 1989
16

Indifference Curves in Asset Analysis

Year:
1966
Language:
english
File:
PDF, 348 KB
english, 1966
18

The Term Structure of Interest Rates.

Year:
1972
Language:
english
File:
PDF, 150 KB
english, 1972
19

MEASURES OF DURATION

Year:
1978
Language:
english
File:
PDF, 491 KB
english, 1978
20

Duration

Year:
1987
Language:
english
File:
PDF, 1.61 MB
english, 1987
23

Expected Bond Returns and Duration: A General Model

Year:
1991
Language:
english
File:
PDF, 346 KB
english, 1991
26

Durations of Non-Default-Free Securities

Year:
1988
Language:
english
File:
PDF, 1.30 MB
english, 1988
29

Coping with the Risk of Interest-Rate Fluctuations: A Note

Year:
1977
Language:
english
File:
PDF, 645 KB
english, 1977
30

BOND RETURNS, DISCRETE STOCHASTIC PROCESSES, AND DURATION

Year:
1987
Language:
english
File:
PDF, 855 KB
english, 1987
31

Duration models

Year:
1988
Language:
english
File:
PDF, 1.56 MB
english, 1988
32

A Model of the Term Structure of Interest Rates

Year:
1967
Language:
english
File:
PDF, 434 KB
english, 1967
33

Optimal TIC Bids on Serial Bond Issues

Year:
1976
Language:
english
File:
PDF, 613 KB
english, 1976
36

Slutsky Equations for Assets

Year:
1968
Language:
english
File:
PDF, 938 KB
english, 1968
38

Balanced Growth and Technological Progress

Year:
1964
Language:
english
File:
PDF, 1.22 MB
english, 1964
41

On Capital Asset Prices: Comment

Year:
1965
Language:
english
File:
PDF, 289 KB
english, 1965
42

A Note on Asset Choice

Year:
1966
Language:
english
File:
PDF, 455 KB
english, 1966
44

Dynamics of low- n shear Alfvén modes driven by energetic N-NB ions in JT-60U

Year:
2014
Language:
english
File:
PDF, 800 KB
english, 2014
48

Duration Gap for Financial Institutions

Year:
1985
Language:
english
File:
PDF, 653 KB
english, 1985