PORTFOLIO MANAGEMENT - Interest Rate Sensitivities of Bond Risk Measures - We capture the effect of changes in term-structure shape on duration and convexity
| Year of publication: |
2000
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|---|---|
| Authors: | Falcon Crack, Timothy ; Nawalkha, Sanjay K. |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 56.2000, 1, p. 34-43
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