Duration and Bond Portfolio Analysis: An Overview
G. O. Bierwag, George G. Kaufman, Chulsoon Khang, Duration and Bond Portfolio Analysis: An Overview, The Journal of Financial and Quantitative Analysis, Vol. 13, No. 4, Proceedings of Thirteenth Annual Conference of the Western Finance Association, June 20-26, 1978 (Nov., 1978), pp. 671-681