Duration, nonlinearity, and bond portfolio performance
- 30 April 1981
- journal article
- Published by With Intelligence LLC in The Journal of Portfolio Management
- Vol. 7 (3) , 37-41
- https://doi.org/10.3905/jpm.1981.408801
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- Correcting the Yield Curve: A Re-Interpretation of the Duration ProblemThe Journal of Finance, 1974