Growth options and equity duration. High-growth and low-growth equity portfolios have different interest rate sensitivities

Journal of Portfolio Management

Volumn 25, Issue 1, 1998, Pages 43-50

  Hevert, Kathleen T ^a   McLaughlin, Robyn M ^b   Taggart Jr , Robert A ^c  

^a BABSON COLLEGE   (United States)

^b SUFFOLK UNIVERSITY   (United States)

^c BOSTON COLLEGE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032217356     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1998.409659     Document Type: Article

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