Bond portfolio immunization: Tests of maturity, one‐and two‐factor duration matching strategies

GO Bierwag, GG Kaufman, CM Latta - Financial Review, 1987 - Wiley Online Library
This paper provides additional evidence on the usefulness of duration as a strategy tool by
developing a two‐factor duration model and by using a reasonably reliable database to …

The Term Structure of Interest Rates: Some Additional Evidence

MJ Hamburger, CM Latta - Journal of Money, Credit and Banking, 1969 - JSTOR
This paper re-examines the evidence relating to the term structure of interest rates. In Section
I the explanatory power of Modigliani and Sutch's Preferred Nabitat Model [12] is compared …

[BOOK][B] Duration models: A taxonomy

GO Bierwag, GG Kaufman, CM Latta - 1988 - fraser.stlouisfed.org
Duration analysis is now an accepted, if not a necessary, part of every bond portfolio manager’s
toolkit for analyzing interest rate risk. Most of the duration models currently in use are …

The Demand for Money: Preliminary Evidence from Industrial Countries

GG Kaufman, CM Latta - Journal of Financial and Quantitative …, 1966 - cambridge.org
During the past few years several money demand functions have been estimated for the
United States. Although these functions may differ on the precise specification of the …

Tracking Initial Fe (II)-Driven Ferrihydrite Transformations: A Mössbauer Spectroscopy and Isotope Investigation

D Latta, KM Rosso, MM Scherer - ACS earth and space chemistry, 2023 - ACS Publications
Transformation of nanocrystalline ferrihydrite to more stable microcrystalline Fe(III) oxides is
rapidly accelerated under reducing conditions with aqueous Fe(II) present. While the major …

Computer-based analysis of holography using ray tracing

JN Latta - Applied Optics, 1971 - opg.optica.org
… The object beam is a point source 30 cm from the hologram and at an angle α 0 . The
hologram is 5 cm in diameter. A plane reference wave is normal to the hologram plate. This …

Duration As A Measure Of Basis Risk: The Wrong Answer At Lo

GO Bierwag, GG Kaufman, CM Latta… - Journal of Portfolio …, 1989 - search.proquest.com
Duration, either single-or multiple-term, is a useful and low-cost measure of internal interest
rate or basis risk that generally is significantly superior to term to maturity. Duration analysis …

[BOOK][B] The return on the investment in the Interborough Rapid Transit Company.

CM Latta - 1975 - search.proquest.com
Xerox University Microfilms Page 1 INFORMATION TO USERS This material was produced
from a microfilm copy of the original document. While the most advanced technological …

Framework to classify reverse cardiac remodeling with mechanical circulatory support: the Utah-Inova stages

…, MA Shams, O Wever-Pinzon, M Yin, F Latta… - Circulation: Heart …, 2021 - Am Heart Assoc
… and function were compared between the three responder groups; responders had an
improvement in LVIDd of 1.9 cm (IQR, 1.1–2.9 cm) and non-responders by 0.6 cm (IQR, 0.1–1.1 …

Fe electron transfer and atom exchange in goethite: Influence of Al-substitution and anion sorption

DE Latta, JE Bachman, MM Scherer - Environmental science & …, 2012 - ACS Publications
The reaction of Fe(II) with Fe(III) oxides and hydroxides is complex and includes sorption of
Fe(II) to the oxide, electron transfer between sorbed Fe(II) and structural Fe(III), reductive …