PT - JOURNAL ARTICLE AU - Golub, Bennett W. AU - Tilman, Leo M. TI - Measuring Yield Curve Risk Using Principal Components, Analysis, Value, At Risk, And Key Rate Durations AID - 10.3905/jpm.1997.409612 DP - 1997 Jul 31 TA - The Journal of Portfolio Management PG - 72--84 VI - 23 IP - 4 4099 - http://jpm.pm-research.com/content/23/4/72.short 4100 - http://jpm.pm-research.com/content/23/4/72.full