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Journal of Finance Vol. 37 No. 2 1982

Single Factor Duration Models in a Discrete General Equilibrium Framework

G. O. Bierwag; George G. Kaufman; Alden L. Toevs

Abstract

G. O. Bierwag, George G. Kaufman, Alden L. Toevs, Single Factor Duration Models in a Discrete General Equilibrium Framework, 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. 325-338

DOI
10.2307/2327332
Volume
37
Issue
2
Pages
325
Sources
openalex crossref

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