haku: @author Bierwag, G. O. / yhteensä: 10
viitteet: 1-10 / 10
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 otsikkovuositekijä
1.
Single-factor duration models: Canadian tests
Journal of Financial Research
1990 : SPRING, VOL. 13:1, p.23-38
 1990 Bierwag, G. O.
Roberts, G. S.
2.
Durations of non-default-free securities.
Financial Analysts' Journal
1988 : JUL/AUG, VOL. 44:4, p. 39-46
 1988 Bierwag, G. O.
Kaufman, G. C.
3.
Bond returns, discrete stochastic processes, and duration.
Journal of Financial Research
1987 : FALL, VOL. 10:3, p. 191-209
 1987 Bierwag, G. O.
4.
Duration gap for financial institutions.
Financial Analysts' Journal
1985 : MAR-APR, VOL. 41:2, p. 68-71
 1985 Bierwag, G. O.
Kaufman, G. C.
5.
Duration : Its development and use in bond portfolio management.
Financial Analysts' Journal
1983 : JUL-AUG, VOL. 39:4, p. 15-34
 1983 Bierwag, G. O.
Kaufman, G. G.
Toevs, A.
6.
Immunization strategies for funding multiple liabilities.
Journal of Financial and Quantitative Analysis
1983 : MAR, VOL. 18:1, p. 113-123
 1983 Bierwag, G. O.
Kaufman, G. G.
Toevs, A.
7.
Single factor duration models in a discrete general equilibrium framework.
Journal of Finance
1982 : MAY, VOL. 37:2, p. 325-338
 1982 Bierwag, G. O.
Kaufman, G. G.
Toevs, A.
8.
An immunization strategy is a minimax strategy.
Journal of Finance
1979 : MAY, VOL. 34:2, p. 389-399
 1979 Bierwag, G. O.
Khang, C.
9.
Duration and bond portfolio analysis: an overview.
Journal of Financial and Quantitative Analysis
1978 : NOV, VOL. 13:4, p. 671-681
 1978 Bierwag, G. O.
Kaufman, G. G.
Khang, C.
10.
Bond portfolio strategy simulations: a critique.
Journal of Financial and Quantitative Analysis
1978 : 3 SEP VOL.13 p.519-525
 1978 Bierwag, G. O.
Kaufman, G.
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