EXPONENTIAL DURATION: A MORE ACCURATE ESTIMATION OF INTEREST RATE RISK
| Year of publication: |
2005
|
|---|---|
| Authors: | Livingston, Miles ; Zhou, Lei |
| Published in: |
The journal of financial research : a publ. of the School of Business Administration, Georgetown University. - Malden, Mass. [u.a.] : Blackwell Publishing, ISSN 0270-2592, ZDB-ID 8753532. - Vol. 28.2005, 3, p. 343-362
|