Duration and Bond Portfolio Analysis: An Overview

In recent years, academicians and practitioners have been using the concept of duration more frequently in the analysis of debt securities. Although the use of duration has greatly expanded our insights into the behavior of bond prices and bond risk, it has given rise to a considerable degree of con...

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Veröffentlicht in:	Journal of financial and quantitative analysis 1978-11, Vol.13 (4), p.671-681
Hauptverfasser:	Bierwag, G. O., Kaufman, George G., Khang, Chulsoon
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Bond portfolios Bonds Duration and Portfolio Strategy Factors Financial analysis Financial instruments Financial portfolios III. Duration and Portfolio Strategy Immunization Interest rates Investment return rates Investors Prices Quantitative analysis Risk Stochastic processes Studies Time Yield to maturity
Online-Zugang:	Volltext
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