search query: @indexterm term structure of interest rates / total: 111
reference: 84 / 111
Author: | Hilliard, J. E. |
Title: | Hedging interest rate risk with futures portfolios under term structure effects. |
Journal: | Journal of Finance
1984 : DEC, VOL. 39:5, p. 1547-1569 |
Index terms: | PORTFOLIO INVESTMENT TERM STRUCTURE OF INTEREST RATES HEDGING |
Language: | eng |
Abstract: |
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