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Bond Portfolio Strategy Simulations: A Critique

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Author Info
Bierwag, G. O.
Kaufman, George
Abstract

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Publisher Info
Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

Volume (Year): 13 (1978)
Issue (Month): 03 (September)
Pages: 519-525
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Handle: RePEc:cup:jfinqa:v:13:y:1978:i:03:p:519-525_00

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  1. Francis X. Diebold & Lei Ji & Canlin Li, 2006. "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration," PIER Working Paper Archive 06-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
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