Bond Portfolio Strategies, Returns, and Skewness: A Note

Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*

2017 • 290 citations

A Note on Measurement of Skewness

1974 • 47 citations

A Stochastic Programming Model for Commercial Bank Bond Portfolio Management

1971 • 42 citations

A Model for Selecting Commercial Bank Government Security Portfolios

1969 • 35 citations

Optimum Bond Portfolio Selections

1962 • 31 citations

Management of Commercial Bank Government Security Portfolios: An Optimization Approach Under Uncertainty

1973 • 30 citations

Portfolio Balance Models in Perspective: Some Generalizations that Can be Derived from the Two-Asset Case

1967 • 19 citations