Duration models and IRR management: A question of dimensions?

Journal of Banking and Finance

Volumn 28, Issue 5, 2004, Pages 1089-1110

  Soto, Gloria M ^a  

^a UNIVERSITY OF MURCIA   (Spain)

Author keywords

Duration; Fixed income; Immunization; Interest rate; Risk management

Indexed keywords

EID: 1642297700     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(03)00044-X     Document Type: Article

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