Estimating Security Price Risk Using Duration and Price Elasticity
Alex O. Williams, Phillip E. Pfeifer, Estimating Security Price Risk Using Duration and Price Elasticity, The Journal of Finance, Vol. 37, No. 2, Papers and Proceedings of the Fortieth Annual Meeting of the American Finance Association, Washington, D.C., December 28-30, 1981 (May, 1982), pp. 399-411