References

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———. “Duration as a Weighted Average Factor of Two Factors.” Financial Analysts Journal, March/April 1985.

Bieri, David S., and Ludwig B. Chincarini. “Riding the Yield Curve: A Variety of Strategies.” The Journal of Fixed Income, September 2005.

Bierwag, G.O., and George G. Kaufman. “Expected Bond Returns and Duration: A General Model.” Financial Analysts Journal, January/February 1991.

Chance, Don M., and James V. Jordan. “Duration, Convexity, and Time as Components of Bond Returns.” The Journal of Fixed Income, September 1996.

Chua, Jess H. “A Generalized Formula for Calculating Bond Duration.” Financial Analysts Journal, September/October ...

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