RT Journal Article SR Electronic T1 Duration, Convexity, and Time Value JF The Journal of Portfolio Management FD Institutional Investor Journals SP 51 OP 60 DO 10.3905/jpm.1994.409472 VO 20 IS 2 A1 Peter Ove Christensen A1 Bjarne G. Sørensen YR 1994 UL https://pm-research.com/content/20/2/51.abstract AB