RT Journal Article SR Electronic T1 Measuring Yield Curve Risk Using Principal Components, Analysis, Value, At Risk, And Key Rate Durations JF The Journal of Portfolio Management FD Institutional Investor Journals SP 72 OP 84 DO 10.3905/jpm.1997.409612 VO 23 IS 4 A1 Golub, Bennett W. A1 Tilman, Leo M. YR 1997 UL http://jpm.pm-research.com/content/23/4/72.abstract AB