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| Author: | Johnsom, L.D. |
| Title: | Convexity for equity securities: does curvature matter? |
| Journal: | Financial Analysts' Journal
1990 : SEP-OCT, VOL. 46:5, p. 70-73 |
| Index terms: | SHARE PRICES BONDS EQUITY PORTFOLIOS |
| Language: | eng |
| Abstract: | Review of the measure of curvature in price-yield curve in duration analyses of bond price movement. Convexity and stock prices. The Appendix covers a constant growth model. Data issues. A Table and Figure illustrate the study. |
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