Statistical duration: a spread model of rate sensitivity across fixed-income sectors
Year of publication: |
1994
|
---|---|
Authors: | Leibowitz, Martin L. ; Kogelman, Stanley ; Bader, Lawrence N. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 3.1994, 4, p. 49-60
|
Subject: | Kapitaleinkommen | Capital income | Zinsrisiko | Interest rate risk | Theorie | Theory |
-
The effect of investment risks on stock return in the agricultural sector
Sadikin, Ali, (2021)
-
Verluste trotz steigender Kurse? : Probleme der Perfomancemessung bei Zinsänderungen
Schwetzler, Bernhard, (1996)
-
Principal component and second generation wavelet analysis of Treasury yield curve evolution
Cooper, Mark L., (2004)
- More ...
-
Return targets and shortfall risks : studies in strategic asset allocation
Leibowitz, Martin L., (1996)
-
The Spread Curve and the Risk-Return Decision
Leibowitz, Martin L., (1995)
-
The Opportunity for Greater Flexibility in the Bond Component
Leibowitz, Martin L., (1995)
- More ...