Durations for portfolios of bonds priced on different term structures

Authors
G.O. Bierwag C.J. Corrado G.G. Kaufman
Citation
G.O. Bierwag et al., Durations for portfolios of bonds priced on different term structures, Journal of banking & finance, 16(04), 1992, pp. 705
Journal title
Journal of banking & finance → ACNP
ISSN journal
03784266
Volume
16
Issue
04
Year of publication
1992
Database
ICR
SICI code
0378-4266(1992)16:04<705:DFPOBP>2.0.ZU;2-F