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Incorporation Of Tax Considerations Into The Computation Of Duration

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  • Christopher A. Hessel
  • Lucy T. Huffman

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  • Christopher A. Hessel & Lucy T. Huffman, 1983. "Incorporation Of Tax Considerations Into The Computation Of Duration," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(3), pages 213-215, September.
    • Handle: RePEc:bla:jfnres:v:6:y:1983:i:3:p:213-215
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1983.tb00329.x
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    References listed on IDEAS

    as
    1. Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1979. "Duration and the Measurement of Basis Risk," The Journal of Business, University of Chicago Press, vol. 52(1), pages 51-61, January.
    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. 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.
    4. Bierwag, G. O. & Kaufman, George G. & Khang, Chulsoon, 1978. "Duration and Bond Portfolio Analysis: An Overview," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(4), pages 671-681, November.
    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.
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