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The art of risk management in bond portfolios
Bierwag, G. O.; Kaufman, George G.; Schweitzer, Robert - In: Innovations in bond portfolio management : duration …, (pp. 325-345). 1983
Persistent link: https://www.econbiz.de/10001904484
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Recent developments in bond portfolio immunization strategies
Bierwag, Gerald O.; Kaufman, George G.; Toevs, Alden - In: Innovations in bond portfolio management : duration …, (pp. 105-157). 1983
Persistent link: https://www.econbiz.de/10001904682
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Single-factor duration models in a discrete general equilibrium framework
Bierwag, G. O.; Kaufman, George G.; Toevs, Alden - In: Innovations in bond portfolio management : duration …, (pp. 307-323). 1983
Persistent link: https://www.econbiz.de/10001904721