- Title
- Multivariate Duration Analysis
- Creators
- Robert R. Reitano (Author) - Brandeis University, Brandeis International Business School
- Publication Details
- Transactions of Society of Actuaries, Vol.XLIII / 43, pp.335-376
- Publisher
- Society of Actuaries
- Identifiers
- 9924117886501921
- Academic Unit
- Brandeis International Business School
- Language
- English
- Resource Type
- Journal article
Journal article
Multivariate Duration Analysis
Transactions of Society of Actuaries, Vol.XLIII / 43, pp.335-376
1991
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