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Single-factor duration models...
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412
Bierwag, G. O.
36
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28
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22
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18
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17
Genay, Hesna
16
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13
Bierwag, Gerald O.
12
Brewer, Elijah
12
Grove, M. A.
12
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10
Toevs, Alden
10
Toevs, Alden L.
9
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8
Elijah Brewer, III
7
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7
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7
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7
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7
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6
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5
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5
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5
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5
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5
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4
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3
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3
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3
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3
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3
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2
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2
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2
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ECONIS (ZBW)
304
RePEc
125
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28
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6
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5
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2
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1
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
Saved in:
2
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
Saved in:
3
Immunization Strategies for Funding Multiple Liabilities
Bierwag, G. O.
;
Kaufman, George G.
;
Toevs, Alden
- In:
Journal of Financial and Quantitative Analysis
18
(
1983
)
01
,
pp. 113-123
Persistent link: https://www.econbiz.de/10005139141
Saved in:
4
Duration models : a taxonomy
Bierwag, Gerald O.
-
1988
Persistent link: https://www.econbiz.de/10000764434
Saved in:
5
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:
6
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
Saved in:
7
Coping with the risk of interest-rate fluctuations : a note
Bierwag, G. O.
;
Kaufman, George G.
- In:
The journal of business : B
50
(
1977
)
3
,
pp. 364-370
Persistent link: https://www.econbiz.de/10001904507
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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