The many uses of bond duration
By: Frank K. Reilly, Rupinder S. Sidhu
Contributors: Sidhu, Rupinder S. joint author; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: Faculty working papers -- no. 597; Faculty working papers -- no. 597.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1979
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 51
Subjects: Investment analysis; Bonds
Other titles: Bond duration.
Description: "The concept of bond duration was derived in 1938 and 'rediscovered' in the early 1970's by several academicians. Since its rediscovery a number of very important uses have been developed. This paper presents the concept and its computation and discusses the several uses in bond analysis, bond portfolio management and common stock analysis."
Notes: Includes bibliographical references (p. 48-51).