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 …
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 …
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 …
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 …
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
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 …
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 …
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 …
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 …
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 …
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
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 …
Fe(II) to the oxide, electron transfer between sorbed Fe(II) and structural Fe(III), reductive …