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Immunizing default-free bond portfolios with a duration vector
Chambers, Donald Robert
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
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pp. 89-104
Persistent link: https://www.econbiz.de/10001047145
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A generalized approach to duration
Chambers, Donald Robert
- In:
Research in finance
7
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1988
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pp. 163-181
Persistent link: https://www.econbiz.de/10001082929
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