Durations of nondefault-free securities by Gerald O Bierwag

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By Gerald O Bierwag

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Bond Portfolio Immunization," in F. , Readiqgs in Investment Management, 189206. , 1983. Fons, Jerome S. "Journal ofFinance 42(1987): 81-97. Fons, Jerome S. " Working Paper. Federal Reserve Bank of Cleveland, July 1987. Fraine, Harold G. and Robert H. Mills. " Journal of Finance 16(1961): 423-34. Durations of Nondefiult-Free Securities Garman, Mark B. " Journal of Financial Economics 16(1985): 309-15. Hempel, George H. The Postwar Quality of State and Local Debt. New York: National Bureau of Economic Research, 1971.

Bierwag, G. , George G. Kauiinan, and Cynthia M. Latta. " Financial Review 22 (1987): 203-220. Bierwag, G. , George G. Kaufman, Cynthia M. Latta, and Gordon S. Roberts. " Journal of Portflio Management 13(1987): 4852. Bierwag, G. , George G. Kaufman, and Alden Toevs. " Journal of Bank Research 13(1983): 282-91. Bierwag, G. , George G. Kaufman, and Alden Toevs. " Financial Analysts+lournal39(1983): 1535. Chance, Don M. " Working Paper. Blacksburg, VA: Virginia Polytechnic Institute and State University, November 1987.

New York: Salomon Brothers, April 1987. McEnally, Richard W. and Calvin Broadman. " Journal of Financial Research 2 (1979) : 27-35. Toevs, Alden L. " Journal of PoMolio Management 11 (1985): 4556. Warner, Jerold B. " Journal of Finance 32(1977): 337-47. Warner, Jerold B. " Journal of Financial Economics 4(1977) : 239-76.

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