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A Simple Formula For Duration

Author

Listed:
  • John Caks
  • William R. Lane
  • Robert W. Greenleaf
  • Reginald G. Joules

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Suggested Citation

  • John Caks & William R. Lane & Robert W. Greenleaf & Reginald G. Joules, 1985. "A Simple Formula For Duration," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(3), pages 245-249, September.
    • Handle: RePEc:bla:jfnres:v:8:y:1985:i:3:p:245-249
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1985.tb00407.x
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    References listed on IDEAS

    as
    1. Benesh, Gary A & Colec, Stephen E, 1984. "A Simplified Approach for Calculating Bond Duration," The Financial Review, Eastern Finance Association, vol. 19(4), pages 394-396, November.
    2. Ingersoll, Jonathan E. & Skelton, Jeffrey & Weil, Roman L., 1978. "Duration Forty Years Later," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(4), pages 627-650, November.
    3. Frederick R. Macaulay, 1938. "Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856," NBER Books, National Bureau of Economic Research, Inc, number maca38-1, March.
    4. Bierwag, G. O., 1977. "Immunization, Duration, and the Term Structure of Interest Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(5), pages 725-742, December.
    5. Fisher, Lawrence & Weil, Roman L, 1971. "Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies," The Journal of Business, University of Chicago Press, vol. 44(4), pages 408-431, October.
    6. Bierwag, G O & Kaufman, George G, 1977. "Coping with the Risk of Interest-Rate Fluctuations: A Note," The Journal of Business, University of Chicago Press, vol. 50(3), pages 364-370, July.
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    Cited by:

    1. Heck, Jean L. & Zivney, Terry L. & Modani, Naval K., 1995. "A simplified approach to measuring bond duration," Financial Services Review, Elsevier, vol. 4(1), pages 31-40.

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