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Bond portfolio strategy simulations : a critique
Bierwag, G. O.; Kaufman, George G. - In: Journal of financial and quantitative analysis : JFQA 13 (1978) 3, pp. 519-525
Persistent link: https://www.econbiz.de/10001904491
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Dynamic portfolio immunization policies
Bierwag, G. O. - In: Journal of banking & finance 3 (1979) 1, pp. 23-41
Persistent link: https://www.econbiz.de/10001904516
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Immunization, duration, and the term structure of interest rates
Bierwag, G. O. - In: Journal of financial and quantitative analysis : JFQA 12 (1977) 5, pp. 725-742
Persistent link: https://www.econbiz.de/10001904522
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An immunization strategy is a minimax strategy
Bierwag, G. O.; Khang, Chulsoon - In: The journal of finance : the journal of the American … 34 (1979) 2, pp. 389-399
Persistent link: https://www.econbiz.de/10001904539
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Measures of duration
Bierwag, G. O. - In: Economic inquiry : journal of the Western Economic … 16 (1978) 4, pp. 497-507
Persistent link: https://www.econbiz.de/10001904569
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Single factor duration models in a discrete general equilibrium framework
Bierwag, G. O. - In: The journal of finance : the journal of the American … 37 (1982) 2, pp. 325-338
Persistent link: https://www.econbiz.de/10001904710
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Duration forty years later
Ingersoll jr., Jonathan E.; Kane, Edward J.; Lansteine, … - In: Journal of financial and quantitative analysis : JFQA 13 (1978) 4, pp. 627-650
Persistent link: https://www.econbiz.de/10003216315
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Innovations in bond portfolio management : duration analysis and immunization
Kaufman, George G. (ed.); Bierwag, G. O. (contributor);  … - 1983
Persistent link: https://www.econbiz.de/10013382540