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Duration models
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Duration models (1988)Duration modelsInterest Rate Sensitivities of Bond Risk Measures (2000)Interest Rate Sensitivities o…Hedging against interest rate risk: Reconsidering volatility-adjusted immunization (1997)Hedging against interest rate…The term structure of interest rates (1996)The term structure of interes…Value and Capital (1939)A continuous time approach to the pricing of bonds (1979)The Performance of Alternative Interest Rate Risk Measures and Immunization Strategies under a Heath-Jarrow-Morton Framework (2005)Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies* (2017)A Risk Minimizing Strategy for Portfolio Immunization (1984)Common Factors Affecting Bond Returns (1991)Scenario Simulation: Theory and methodology (1996)THE TAX‐ADJUSTED YIELD CURVE (1975)A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)Liquidity premiums and the expectations hypothesis (1981)Monetary randomness and investment (1982)
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  • 1996The term structure of interest rates24 cited
  • 2000Interest Rate Sensitivities of Bond Risk Measures23 cited
  • 1997Hedging against interest rate risk: Reconsidering volatility-adjusted immunization18 cited

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