TY - JOUR T1 - Measuring Yield Curve Risk Using Principal Components, Analysis, Value, At Risk, And Key Rate Durations JF - The Journal of Portfolio Management SP - 72 LP - 84 DO - 10.3905/jpm.1997.409612 VL - 23 IS - 4 AU - Bennett W. Golub AU - Leo M. Tilman Y1 - 1997/07/31 UR - https://pm-research.com/content/23/4/72.abstract N2 - 300 Multiple ChoicesThis is a pdf-only article and there is no markup to show you.full-text.pdf ER -