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DURATION AND RISK ASSESSMENT FOR BONDS AND COMMON STOCKS · Study

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ArticleDURATION AND RISK ASSESSMENT FOR BONDS AND COMMON STOCKS

John A. Boquist1975

Article1975

DURATION AND RISK ASSESSMENT FOR BONDS AND COMMON STOCKS

John A. Boquist · George A. Racette · Gary G. Schlarbaum

101 citations·0/0 files stored·The Journal of Finance

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stochastic processes and financial applications

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References

1965The Behavior of Stock-Market Prices 1961Dividend Policy, Growth, and the Valuation of Shares 1939Value and Capital 1971ON THE ASSESSMENT OF RISK 2017From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’2017Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*1971Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies 1970Portfolio Theory: A Step Toward Its Practical Application

Cited by

1981Factors Affecting Seasoned Corporate Bond Prices 1986Return seasonality and tax-loss selling in the market for long-term government and corporate bonds 1981The Systematic Risk of Corporate Bonds 1977CAPITAL STRUCTURE REARRANGEMENTS AND ME‐FIRST RULES IN AN EFFICIENT CAPITAL MARKET 1978THE COST OF EQUITY CAPITAL: A RECONSIDERATION 1978

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Details

Year1975

Typearticle

Published1975-12-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations101

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1111/j.1540-6261.1975.tb01062.x

openalex_workW2125866976

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THE RELATIONSHIP BETWEEN YIELD, RISK, AND RETURN OF CORPORATE BONDS

1990Time-Varying Return and Risk in the Corporate Bond Market

1979An Immunization Strategy is a Minimax Strategy