Concepedia

H. Gifford Fong

HG

9

Publications

997

Citations

9

H-Index

1982

Active since

Affiliations

Santa Clara University(Current)

H. Gifford Fong is an author at Santa Clara University specializing in finance, business, and financial risk management.

Top concepts

FinanceBusinessEconomicsImmunologyManagementVaccinationAsset PricingFinancial EconomicsFinancial Risk ManagementMedicine

Publications per year

1982–2001

9

Publications

9

Term Structure Modeling Using Exponential Splines

Oldrich A Vasicek, H. Gifford Fong · The Journal of Finance · 1982 · 323 citations

Curve Fitting, Curve Modeling, Spline (Mathematics) +2

Term Structure Modeling Using Exponential Splines

Oldrich A Vasicek, H. Gifford Fong · The Journal of Finance · 1982 · 260 citations

Curve Fitting, Curve Modeling, Spline (Mathematics) +2

A Risk Minimizing Strategy for Portfolio Immunization

H. Gifford Fong, Oldrich A Vasicek · The Journal of Finance · 1984 · 170 citations

Financial Risk Management, Interest Rate Risk, Immunology +20

Fixed–income volatility management

H. Gifford Fong, Oldrich A Vasicek · The Journal of Portfolio Management · 1991 · 104 citations

Economics, Volatility Modeling, Multivariate Stochastic Volatility +6

A Risk Minimizing Strategy for Portfolio Immunization

H. Gifford Fong, Oldrich A Vasicek · The Journal of Finance · 1984 · 42 citations

Vaccination, Risk Minimizing Strategy, Vaccine Target +5

Rows per page

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