is bond convexity a free lunch? joel r barber; mark l

7
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Is bond convexity a free lunch? Joel R Barber; Mark L Copper Journal of Portfolio Management; Fall 1997; 24, 1; ABI/INFORM Global pg. 113

Upload: others

Post on 02-Oct-2021

3 views

Category:

Documents


0 download

TRANSCRIPT

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Is bond convexity a free lunch?Joel R Barber; Mark L CopperJournal of Portfolio Management; Fall 1997; 24, 1; ABI/INFORM Globalpg. 113

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.