Article1978

Duration and Security Risk

42 citations0/0 files storedJournal of Financial and Quantitative Analysis

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Financial Markets and Investment Strategies Stochastic processes and financial applications Risk Management in Financial Firms

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Ronald Lanstein, William F. Sharpe, Duration and Security Risk, The Journal of Financial and Quantitative Analysis, Vol. 13, No. 4, Proceedings of Thirteenth Annual Conference of the Western Finance Association, June 20-26, 1978 (Nov., 1978), pp. 653-668

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1966Market and Industry Factors in Stock Price Behavior 2017Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*1978Duration Forty Years Later 1974Analyzing Covariation of Returns to Determine Homogeneous Stock Groupings 1975DURATION AND RISK ASSESSMENT FOR BONDS AND COMMON STOCKS 1975THE EFFECT OF MARKET RISK ON PORTFOLIO DIVERSIFICATION

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2019Reaching for dividends 1986A Shifting Regimes Approach to the Stationarity of the Market Model Parameters of Individual Securities 1982DURATION, IMMUNIZATION, AND HEDGING WITH INTEREST RATE FUTURES 2006The Risk-Adjusted Performance of US Buyouts 2010Bridging the gap between accounting and finance 1986A NOTE ON DIVIDEND POLICY AND BETA 2001The Derivation of a New Model of Equity Duration 1980DURATION, PLANNING PERIOD, AND TESTS OF THE CAPITAL ASSET PRICING MODEL

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