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Duration and Security Risk

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References

1966Market and Industry Factors in Stock Price Behavior838 cited
2017Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*305 cited
1978Duration Forty Years Later184 cited
1974Analyzing Covariation of Returns to Determine Homogeneous Stock Groupings122 cited
1975DURATION AND RISK ASSESSMENT FOR BONDS AND COMMON STOCKS101 cited
1975THE EFFECT OF MARKET RISK ON PORTFOLIO DIVERSIFICATION59 cited

Cited by

2019Reaching for dividends40 cited
1986A Shifting Regimes Approach to the Stationarity of the Market Model Parameters of Individual Securities38 cited
1982DURATION, IMMUNIZATION, AND HEDGING WITH INTEREST RATE FUTURES30 cited
2006The Risk-Adjusted Performance of US Buyouts30 cited
2010Bridging the gap between accounting and finance25 cited
1986A NOTE ON DIVIDEND POLICY AND BETA24 cited
2001The Derivation of a New Model of Equity Duration24 cited
1980DURATION, PLANNING PERIOD, AND TESTS OF THE CAPITAL ASSET PRICING MODEL20 cited
1980A Normative Approach to Bank Capital Adequacy18 cited

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