Journal of Banking & Finance
Vol. 12
No. 3
1988
Duration measures for specific term structure estimations and applications to bond portfolio immunization
Eliezer Z.
Prisman1,2;
Marilyn R.
Shores3
1 Bar-Ilan University · 2 Arizona State University · 3 The First Boston Corp., Atlanta, GA 30303, USA
- DOI
- 10.1016/0378-4266(88)90011-8
- Volume
- 12
- Issue
- 3
- Pages
- 493-504
- Language
- en
- Sources
-
openalex
crossref
semanticscholar
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