Work

Non-Parallel Yield Curve Shifts and Immunization

Year: 1992

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.1992.409410

Author: Robert R. Reitano

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2134474756

FWCI: 0.9

Cites: 3

Cited by: 65

Related to: 10