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Statistical duration: a spread model of rate sensitivity across fixed-income sectors
Leibowitz, Martin L.; Kogelman, Stanley; Bader, Lawrence N. - In: The journal of fixed income 3 (1994) 4, pp. 49-60
Persistent link: https://www.econbiz.de/10001157477
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Statistical Duration: A Spread Model of Rate Sensitivity Across Fixed-Income Sectors
Leibowitz, Martin L.; Kogelman, Stanley; Bader, Lawrence N. - In: The journal of fixed income 3 (1994) 4, pp. 49-60
Persistent link: https://www.econbiz.de/10007214323
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The Spread Curve and the Risk-Return Decision
Leibowitz, Martin L.; Kogelman, Stanley; Bader, Lawrence N. - In: The journal of fixed income 5 (1995) 1, pp. 43-50
Persistent link: https://www.econbiz.de/10007333760