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