Financial Analysts Journal · 1983 · 27 citations · 4 references
ManagementRisk ManagementAsset PricingImmunizationAsset AllocationMarket RiskPortfolio Risk ManagementPortfolio TheoryRisk-return AnalysisReturn-risk Trade-off AnalysisRisk-return Trade-offsRisk-return Tradeoff Analysis
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Duration and the Measurement of Basis Risk
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · The Journal of Business · 1979 · 231 citations
A Risk Minimizing Strategy for Portfolio Immunization
H. Gifford Fong, Oldrich A Vasicek · The Journal of Finance · 1984 · 170 citations
Management, Finance, Risk Management +11
G. O. Bierwag · Economic Inquiry · 1978 · 27 citations