RT Journal Article
SR Electronic
T1 Measuring Yield Curve Risk Using Principal Components, Analysis, Value, At Risk, And Key Rate Durations
JF The Journal of Portfolio Management
FD Institutional Investor Journals
SP 72
OP 84
DO 10.3905/jpm.1997.409612
VO 23
IS 4
A1 Bennett W. Golub
A1 Leo M. Tilman
YR 1997
UL https://pm-research.com/content/23/4/72.abstract
AB