haku: @indexterm EQUITY PORTFOLIOS / yhteensä: 49
viite: 22 / 49
| Tekijä: | Johnsom, L.D. |
| Otsikko: | Convexity for equity securities: does curvature matter? |
| Lehti: | Financial Analysts' Journal
1990 : SEP-OCT, VOL. 46:5, p. 70-73 |
| Asiasana: | SHARE PRICES BONDS EQUITY PORTFOLIOS |
| Kieli: | eng |
| Tiivistelmä: | 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. |
SCIMA