4

Duration: Its Development and Use in Bond Portfolio Management

Year:
1983
Language:
english
File:
PDF, 3.28 MB
english, 1983
5

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

Year:
1993
Language:
english
File:
PDF, 1.25 MB
english, 1993
7

Dynamic portfolio immunization policies

Year:
1979
Language:
english
File:
PDF, 1.01 MB
english, 1979
10

Immunization, Duration, and the Term Structure of Interest Rates

Year:
1977
Language:
english
File:
PDF, 1.23 MB
english, 1977
12

Duration Gap for Financial Institutions

Year:
1985
Language:
english
File:
PDF, 558 KB
english, 1985
13

Optimal TIC Bids on Serial Bond Issues

Year:
1976
Language:
english
File:
PDF, 1.33 MB
english, 1976
14

Duration as a measure of basis risk

Year:
1989
Language:
english
File:
PDF, 406 KB
english, 1989
15

Computing durations for bond portfolios

Year:
1990
Language:
english
File:
PDF, 381 KB
english, 1990
18

MEASURES OF DURATION

Year:
1978
Language:
english
File:
PDF, 491 KB
english, 1978
19

Duration

Year:
1987
Language:
english
File:
PDF, 1.61 MB
english, 1987
20

Duration models

Year:
1988
Language:
english
File:
PDF, 1.56 MB
english, 1988
21

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

Year:
1977
Language:
english
File:
PDF, 645 KB
english, 1977
22

A Model of the Term Structure of Interest Rates

Year:
1967
Language:
english
File:
PDF, 434 KB
english, 1967
23

Durations of Non-Default-Free Securities

Year:
1988
Language:
english
File:
PDF, 1.30 MB
english, 1988
24

Expected Bond Returns and Duration: A General Model

Year:
1991
Language:
english
File:
PDF, 346 KB
english, 1991
25

The Term Structure of Interest Rates.

Year:
1972
Language:
english
File:
PDF, 150 KB
english, 1972
27

BOND RETURNS, DISCRETE STOCHASTIC PROCESSES, AND DURATION

Year:
1987
Language:
english
File:
PDF, 855 KB
english, 1987
29

Indifference Curves in Asset Analysis

Year:
1966
Language:
english
File:
PDF, 348 KB
english, 1966
32

Optimal TIC Bids on Serial Bond Issues

Year:
1976
Language:
english
File:
PDF, 613 KB
english, 1976
34

SOME IMPLICATIONS OF NIC BIDS ON SERIAL BOND ISSUES

Year:
1977
Language:
english
File:
PDF, 861 KB
english, 1977
37

Portfolio Selection and Taxation

Year:
1967
Language:
english
File:
PDF, 502 KB
english, 1967
38

Balanced Growth and Technological Progress

Year:
1964
Language:
english
File:
PDF, 1.22 MB
english, 1964
39

National Debt in a Neo-Classical Growth Model: Comment

Year:
1969
Language:
english
File:
PDF, 1024 KB
english, 1969
40

Macrodynamic Economics: Growth, Employment and Pricesby Howard J. Sherman

Year:
1965
Language:
english
File:
PDF, 178 KB
english, 1965
44

The Rationale of the Mean-Standard Deviation Analysis: Comment

Year:
1974
Language:
english
File:
PDF, 456 KB
english, 1974