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Macaulay's Duration: An Appreciation

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  • Weil, Roman L

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Suggested Citation

  • Weil, Roman L, 1973. "Macaulay's Duration: An Appreciation," The Journal of Business, University of Chicago Press, vol. 46(4), pages 589-592, October.
  • Handle: RePEc:ucp:jnlbus:v:46:y:1973:i:4:p:589-92
    DOI: 10.1086/295579
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    Cited by:

    1. Divya Anantharaman & Vivian W. Fang & Guojin Gong, 2014. "Inside Debt and the Design of Corporate Debt Contracts," Management Science, INFORMS, vol. 60(5), pages 1260-1280, May.
    2. Vahidreza Yousefi & Siamak Haji Yakhchali & Jolanta Tamošaitienė, 2019. "Application of Duration Measure in Quantifying the Sensitivity of Project Returns to Changes in Discount Rates," Administrative Sciences, MDPI, vol. 9(1), pages 1-14, February.
    3. Sergio Ortobelli & Sebastiano Vitali & Marco Cassader & Tomáš Tichý, 2018. "Portfolio selection strategy for fixed income markets with immunization on average," Annals of Operations Research, Springer, vol. 260(1), pages 395-415, January.
    4. Alden L. Toevs, 1983. "Gap management: managing interest rate risk in banks and thrifts," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 20-35.
    5. Ahmed, Anwer S. & Takeda, Carolyn, 1995. "Stock market valuation of gains and losses on commercial banks' investment securities An empirical analysis," Journal of Accounting and Economics, Elsevier, vol. 20(2), pages 207-225, September.
    6. Gantenbein,, 2016. "Unternehmerisches Finanzmanagement – Meilensteine der Entwicklung," Die Unternehmung - Swiss Journal of Business Research and Practice, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 70(4), pages 387-406.
    7. ManMohan S. Sodhi, 2005. "LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications," Operations Research, INFORMS, vol. 53(2), pages 181-196, April.
    8. Nicolás Cachanosky & Peter Lewin, 2016. "Financial Foundations of Austrian Business Cycle Theory," Advances in Austrian Economics, in: Studies in Austrian Macroeconomics, volume 20, pages 15-44, Emerald Group Publishing Limited.
    9. Bluhm, Marcel & Georg, Co-Pierre & Krahnen, Jan-Pieter, 2016. "Interbank intermediation," Discussion Papers 16/2016, Deutsche Bundesbank.

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