RT Journal Article
SR Electronic
T1 Duration as a measure of basis risk
JF The Journal of Portfolio Management
FD Institutional Investor Journals
SP 82
OP 85
DO 10.3905/jpm.1989.409215
VO 15
IS 4
A1 Gerald O. Bierwag
A1 George G. Kaufman
A1 Cynthia M. Latta
A1 Gordon S. Roberts
YR 1989
UL https://pm-research.com/content/15/4/82.abstract
AB