Duration as a measure of basis risk

The Journal of Portfolio Management 1989 / 01 Vol. 15; Iss. 4

Duration as a measure of basis risk

Bierwag, Gerald O, Kaufman, George G, Latta, Cynthia M, Roberts, Gordon S
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Volume:
15
Language:
english
Journal:
The Journal of Portfolio Management
DOI:
10.3905/jpm.1989.409215
Date:
January, 1989
File:
PDF, 406 KB
english, 1989
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