"Macaulay durations for nonparallel shifts."

Harry Zheng (2007)

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DOI: 10.1007/S10479-006-0115-7

access: closed

type: Journal Article

metadata version: 2020-08-13

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Harry Zheng:
Macaulay durations for nonparallel shifts. Ann. Oper. Res. 151(1): 179-191 (2007)

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