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~person:"Bierwag, Gerald O."
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Bierwag, Gerald O.
Kaufman, George G.
412
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Duration models : a taxonomy
Bierwag, Gerald O.
-
1988
Persistent link: https://www.econbiz.de/10000764434
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2
Durations for portfolios of bonds priced on different term structures
Bierwag, Gerald O.
- In:
Journal of banking & finance
16
(
1992
)
4
,
pp. 705-714
Persistent link: https://www.econbiz.de/10001126196
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3
Bond portfolio immunization : tests of maturity, one- and two-factor duration matching strategies
Bierwag, Gerald O.
- In:
The financial review : the official publication of the …
22
(
1987
)
2
,
pp. 203-219
Persistent link: https://www.econbiz.de/10001028842
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4
Duration gaps with futures and swaps for managing interest rate risk at depository institutions
Bierwag, Gerald O.
- In:
Journal of financial services research : JFSR
5
(
1992
)
3
,
pp. 217-234
Persistent link: https://www.econbiz.de/10001119542
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5
The primary market for municipal debt : bidding rules and the cost of long-term borrowing
Bierwag, Gerald O.
-
1981
Persistent link: https://www.econbiz.de/10000603169
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6
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
Saved in:
7
Durations for portfolios of bonds priced on different term structures
Bierwag, Gerald O.
;
Corrado, Charles J.
;
Kaufman, George G.
- In:
Journal of Banking & Finance
16
(
1992
)
4
,
pp. 705-714
Persistent link: https://www.econbiz.de/10005213321
Saved in:
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