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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
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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
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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
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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
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Effects of bid-ask spreads and price discreteness on distributions of stock returns
Dravid, Ajay R. - 1989
Persistent link: https://www.econbiz.de/10000822854
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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
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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