RT Journal Article SR Electronic T1 Duration as a measure of basis risk JF The Journal of Portfolio Management FD Institutional Investor Journals SP 86 OP 87 DO 10.3905/jpm.1989.409216 VO 15 IS 4 A1 N. Bulent Gultekin A1 Richard J. Rogalski YR 1989 UL https://pm-research.com/content/15/4/86.abstract AB