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Unobservable cyclical components in term premia of fixed-term financial instruments
MacDonald, Alexander David, (1993)
Information in (and not in) the term structure
Duffee, Greg, (2011)
Sharpe ratios in term structure models
Pricing derivative securities : an interactive, dynamic environment with Maple V and Matlab
Prisman, Eliezer Zeev, (2000)
Valuation of risky assets in arbitrage free economies with frictions
Prisman, Eliezer Zeev, (1986)
Immunization as a maxmin strategy : a new look