Durations for portfolios of bonds priced on different term structures Gerald O. Bierwag; Charles J. Corrado; George G. Kaufman Journal of Banking & Finance 1992 16(4), 705-714
Designing an immunized portfolio: Is M-squared the key? Gerald O. Bierwag; Iraj Fooladi; Gordon S. Roberts Journal of Banking & Finance 1993 17(6), 1147-1170