COPING WITH RISK OF INTEREST-RATE FLUCTUATIONS - RETURNS TO BONDHOLDERS FROM NAIVE AND OPTIMAL STRATEGIES

被引:142
作者
FISHER, L
WEIL, RL
机构
[1] UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL
[2] UNIV CHICAGO,COMMITTEE INFORMATION SCI,CHICAGO,IL
关键词
D O I
10.1086/295402
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:408 / 431
页数:24
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