Duration gap with multiple liabilities for nonparallel shifts Article

Barber, Joel R. (2023). Duration gap with multiple liabilities for nonparallel shifts . 13(2), 637-651. 10.1007/s13385-022-00329-x

cited authors

  • Barber, Joel R

authors

publication date

  • December 1, 2023

keywords

  • Business & Economics
  • Business, Finance
  • Duration
  • IMMUNIZATION
  • Immunization
  • Multiple liabilities
  • Non-parallel shifts
  • RISK
  • STRATEGY
  • Social Sciences
  • TERM STRUCTURE

Digital Object Identifier (DOI)

publisher

  • SPRINGER HEIDELBERG

start page

  • 637

end page

  • 651

volume

  • 13

issue

  • 2