MEASURES OF DURATION

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

2017 • 290 citations

Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies

1971 • 266 citations

Bond Price Volatility and Term to Maturity: A Generalized Respecification

2017 • 123 citations

Coping with the Risk of Interest-Rate Fluctuations: A Note

2017 • 70 citations

Macaulay's Duration: An Appreciation

1973 • 68 citations

On "Duration" and the Optimal Maturity Structure of the Balance Sheet

1974 • 65 citations

Coping with the Risk of Interest-Rate Fluctuations: A Note

1977 • 47 citations

A MODEL OF THE MATURITY PROFILE OF THE BALANCE SHEET (¹)

1966 • 14 citations