DURATION MEASURES FOR SPECIFIC TERM STRUCTURE ESTIMATIONS AND APPLICATIONS TO BOND PORTFOLIO IMMUNIZATION

被引：23
|
作者：
PRISMAN, EZ
SHORES, MR
机构：
[1] ARIZONA STATE UNIV,TEMPE,AZ 85287
[2] FIRST BOSTON CORP,ATLANTA,GA 30303
来源：
JOURNAL OF BANKING & FINANCE | 1988年 / 12卷 / 03期
关键词：
D O I：
10.1016/0378-4266(88)90011-8
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：493 / 504
页数：12
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