ASSET VALUES, INTEREST-RATE CHANGES, AND DURATION

被引：26

作者：

COOPER, IA ^{[1
]}

机构：

[1] UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA

来源：

关键词：

D O I：

10.2307/2330252

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：701 / 723

页数：23

共 31 条

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[24]

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[25]

NELSON CR, 1972, TERM STRUCTURE INTER

[26]

REDDINGTON FM, 1952, J I ACTUARIES, P286

[27]

Samuelson P. A., 1945, AM EC REV MAR, P16

[28]

SCHAEFER S, UNPUBLISHED

[29]

SILVERS JB, UNPUBLISHED

[30]

VANHORNE JC, 1965, J POLITICAL EC AUG, P344