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Duration and Security Risk

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Author Info
Lanstein, Ronald
Sharpe, William F.

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Abstract

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File URL: http://journals.cambridge.org/abstract_S0022109000004920
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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): 04 (November)
Pages: 653-668
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Handle: RePEc:cup:jfinqa:v:13:y:1978:i:04:p:653-668_00

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  1. Groh, Alexander P. & Gottschalg, Oliver, 2009. "The opportunity cost of capital of US buyouts," IESE Research Papers D/780, IESE Business School. [Downloadable!]
  2. Jay B. Morrison & David H. Pyle, 1978. "Interest Rate Risk and the Regulation of Financial Institutions," NBER Working Papers 0266, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Gerald R. Brown, 2000. "Duration and Risk," Journal of Real Estate Research, American Real Estate Society, vol. 20(3), pages 337-356. [Downloadable!]
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This page was last updated on 2009-10-24.

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