An Improved Approach to Calculate the Yield and Duration of a Bond Portfolio
Year of publication: |
[2009]
|
---|---|
Authors: | Choi, Youngsoo |
Other Persons: | Park, Jinwoo (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Journal of Applied Finance, Vol. 12, No. 2, Fall/Winter 2002 Volltext nicht verfügbar |
Classification: | G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Liquidity and asset prices: how strong are the linkages?
Dreger, Christian, (2009)
-
Does geography matter to bondholders?
Francis, Bill, (2007)
-
Huber, Jürgen, (2008)
- More ...
-
Are disposition effect and skew preference correlated? Evidence from account‐level ELW transactions
Choi, Youngsoo, (2019)
-
An analytic approximation formula for pricing zero-coupon bonds
Choi, Youngsoo, (2007)
-
Choi, Youngsoo, (2005)
- More ...