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Investment Diversification and Bond Maturity

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  • Roll, Richard

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  • Roll, Richard, 1971. "Investment Diversification and Bond Maturity," Journal of Finance, American Finance Association, vol. 26(1), pages 51-66, March.
  • Handle: RePEc:bla:jfinan:v:26:y:1971:i:1:p:51-66
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    Cited by:

    1. Georges Prat & Remzi Uctum, 2015. "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print hal-01804144, HAL.
    2. repec:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2182-8 is not listed on IDEAS
    3. George G. Kaufman, 1980. "Duration, Planning Period, And Tests Of The Capital Asset Pricing Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(1), pages 1-9, March.
    4. Georges Prat & Remzi Uctum, 2010. "Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts," Recherches économiques de Louvain, De Boeck Université, vol. 76(2), pages 195-217.
    5. Abhyankar, Abhay & Klinkowska, Olga & Lee, Soyeon, 2015. "Consumption risk and the cross-section of government bond returns," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 180-200.
    6. Fisher, Gordon & Willson, Douglas & Xu, Kuan, 1998. "An empirical analysis of term premiums using significance tests for stochastic dominance," Economics Letters, Elsevier, vol. 60(2), pages 195-203, August.
    7. repec:krk:eberjl:v:1:y:2013:i:4:p:37-56 is not listed on IDEAS
    8. Valentina Galvani & Stuart Landon, 2013. "Riding the yield curve: a spanning analysis," Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 135-154, January.

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