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The review of research in banking and finance : a publication of the Center for Banking and Financial Institutions, Florida International University
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Immunizing default-free bond portfolios with a duration vector
Chambers, Donald Robert
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 89-104
Persistent link: https://www.econbiz.de/10001047145
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A generalized approach to duration
Chambers, Donald Robert
- In:
Research in finance
7
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1988
),
pp. 163-181
Persistent link: https://www.econbiz.de/10001082929
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Enhanced immunization for financial institutions using the duration vector
Chambers, Donald Robert
- In:
The review of research in banking and finance : a …
5
(
1989
)
2
,
pp. 27-44
Persistent link: https://www.econbiz.de/10001086182
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