Macaulay and closed form duration formulas

[1]  J. Chua.  A Generalized Formula for Calculating Bond Duration , 1988 .

[2]  R. Taylor.  Bond Duration Analysis: A Pedagogical Note , 1987 .

[3]  BabcockGuilford.  On the Linearity of Duration , 1986 .

[4]  J. Chua.  Calculating Bond Duration: Further Simplification , 1985 .

[5]  C. BabcockGuilford.  Duration as a Weighted Average of Two Factors , 1985 .

[6]  Richard P. Brief.  THE RELATIONSHIP BETWEEN DURATION AND ECONOMIC DEPRECIATION: A NOTE , 1984 .

[7]  Malvin C. Spooner.  Origin of Fundamental Analysis , 1984 .

[8]  Jess H. Chua,et al.  A Closed-Form Formula for Calculating Bond Duration , 1984 .

[9]  G. Kaufman,et al.  Duration: Its Development and Use in Bond Portfolio Management , 1983 .

[10]  M. A. Grove.  A MODEL OF THE MATURITY PROFILE OF THE BALANCE SHEET (1) , 1966 .

[11]  David Durand,et al.  Growth Stocks And The Petersburg Paradox , 1957 .

[12]  F. Redington,et al.  Review of the Principles of Life-office Valuations , 1952 .

[13]  Frederick Robertson Macaulay,et al.  Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yields and Stock Prices in the United States Since 1856. , 1938 .

[14]  F. MorrisseyThomas,et al.  A Nomogram for Estimating Duration , 1987 .

[15]  R. L. Weil.  Macaulay's Duration: An Appreciation , 1973 .

[16]  Lawrence Fisher,et al.  Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies , 1971 .

[17]  Lawrence Fisher,et al.  An Algorithm for Finding Exact Rates of Return , 1966 .