Measuring Yield Curve Risk Using Principal Components Analysis, Value at Risk, and Key Rate Durations
| Year of publication: |
1997
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|---|---|
| Authors: | Golub, Bennett W. ; Tilman, Leo M. |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 23.1997, 4, p. 72-84
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