Narrow search
Showing 1 - 6 of 6
Cover Image
Statistical duration: a spread model of rate sensitivity across fixed-income sectors
Leibowitz, Martin L.; Kogelman, Stanley; Bader, Lawrence N. - In: The journal of fixed income 3 (1994) 4, pp. 49-60
Persistent link: https://www.econbiz.de/10001157477
Cover Image
Duration targeting and the management of multiperiod returns
Langetieg, Terence C. - In: Financial analysts' journal : FAJ 46 (1990) 5, pp. 35-45
Persistent link: https://www.econbiz.de/10001097255
Cover Image
Long-term bond returns under duration targeting
Leibowitz, Martin L.; Bova, Anthony; Kogelman, Stanley - In: Financial analysts' journal : FAJ 70 (2014) 1, pp. 31-51
Persistent link: https://www.econbiz.de/10010253416
Cover Image
Forward curve shifts and return convergence
Leibowitz, Martin L.; Kogelman, Stanley; Bova, Anthony - In: The journal of portfolio management : a publication of … 40 (2014), pp. 170-182
Persistent link: https://www.econbiz.de/10011509827
Cover Image
Question: How does investment return affect pension cost? : guest editorial
Bader, Lawrence N. - In: Financial analysts' journal : FAJ 70 (2014) 5, pp. 4-6
Persistent link: https://www.econbiz.de/10010529026
Cover Image
Return-risk ratios under taxation
Leibowitz, Martin L.; Bova, Anthony - In: The journal of portfolio management : a publication of … 35 (2008/09) 4, pp. 43-51
Persistent link: https://www.econbiz.de/10003870700