Durations for portfolios of bonds priced on different term structures

B-Tier

Journal: Journal of Banking & Finance

Year: 1992

Volume: 16

Issue: 4

Pages: 705-714

Authors (3)

Bierwag, Gerald O. (not in RePEc) Corrado, Charles J. Kaufman, George G. (not in RePEc)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count