By Gerald O Bierwag
Publication by way of Bierwag, Gerald O
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Additional resources for Durations of nondefault-free securities
Et al. Efective Duration of Callable Bonds. New York: Salomon Brothers, April 1987. McEnally, Richard W. and Calvin Broadman. " Journal of Financial Research 2 (1979) : 27-35. Toevs, Alden L. " Journal of PoMolio Management 11 (1985): 4556. Warner, Jerold B. " Journal of Finance 32(1977): 337-47. Warner, Jerold B. " Journal of Financial Economics 4(1977) : 239-76.
Peter E. Christensen, and Frank Fabozzi. "Bond Portfolio Immunization," in F. , Readiqgs in Investment Management, 189206. , 1983. Fons, Jerome S. "Journal ofFinance 42(1987): 81-97. Fons, Jerome S. " Working Paper. Federal Reserve Bank of Cleveland, July 1987. Fraine, Harold G. and Robert H. Mills. " Journal of Finance 16(1961): 423-34. Durations of Nondefiult-Free Securities Garman, Mark B. " Journal of Financial Economics 16(1985): 309-15. Hempel, George H. The Postwar Quality of State and Local Debt.
Roberts. " Journal of Portflio Management 13(1987): 4852. Bierwag, G. , George G. Kaufman, and Alden Toevs. " Journal of Bank Research 13(1983): 282-91. Bierwag, G. , George G. Kaufman, and Alden Toevs. " Financial Analysts+lournal39(1983): 1535. Chance, Don M. " Working Paper. Blacksburg, VA: Virginia Polytechnic Institute and State University, November 1987. , Peter E. Christensen, and Frank Fabozzi. "Bond Portfolio Immunization," in F. , Readiqgs in Investment Management, 189206. , 1983. Fons, Jerome S.