Zobrazeno 1 - 5
of 5
pro vyhledávání: '"George G. Kaufman"'
Autor:
G.O. Bierwag, George G. Kaufman
Publikováno v:
Financial Analysts Journal. 47:83-84
Assume a fixed planning period and a fixedcoupon bond (bond portfolio) of a given term-tomaturity. The later in the planning period the interest rate is expected to change (that is, the larger is K), the shorter will be both the remaining planning pe
Publikováno v:
Financial Analysts Journal. 39:15-35
(1983). Duration: Its Development and Use in Bond Portfolio Management. Financial Analysts Journal: Vol. 39, No. 4, pp. 15-35.
Autor:
G. O. Bierwag, George G. Kaufman
Publikováno v:
Financial Analysts Journal. 41:68-71
(1985). Duration Gap for Financial Institutions. Financial Analysts Journal: Vol. 41, No. 2, pp. 68-71.
Autor:
George G. Kaufman, G. O. Bierwag
Publikováno v:
Financial Analysts Journal. 44:39-46
(1988). Durations of Non-Default-Free Securities. Financial Analysts Journal: Vol. 44, No. 4, pp. 39-46, 62.
Autor:
George G. Kaufman
Publikováno v:
Financial Analysts Journal. 28:20-26
In recent years the Federal Reserve has placed increasing emphasis in its operations on controlling one or more monetary aggregates, downgrading to some extent the more traditional operating targets of interest rates and money market conditions. In v