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Duration and Security Risk

Journal of Financial and Quantitative Analysis 1978 13(4), 653
Ronald Lanstein, William F. Sharpe, Duration and Security Risk, 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. 653-668