Work

Immunizing Default-Free Bond Portfolios with a Duration Vector

Year: 1988

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2331026

Authors: Donald R. Chambers, Willard T. Carleton, Richard W. McEnally

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2003428359

FWCI: 10.02

Cites: 13

Cited by: 123

Related to: 10