Duration measures for specific term structure estimations and applications to bond portfolio immunization
| Year of publication: |
1988
|
|---|---|
| Authors: | Prisman, Eliezer Z. ; Shores, Marilyn R. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 12.1988, 3, p. 493-504
|
| Publisher: |
Elsevier |