![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Jourdain Benjamin Sbai Mohamed
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.12, Iss.5, 2012-05, pp. : 805-818
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
An empirical model for durations in stocks
By Simonsen Ola
Annals of Finance, Vol. 3, Iss. 2, 2007-03 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
By Durrleman Valdo El Karoui Nicole
Quantitative Finance, Vol. 8, Iss. 6, 2008-09 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Can stocks help mend the asset and liability mismatch?
Scandinavian Actuarial Journal, Vol. 2010, Iss. 2, 2010-06 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Skewness in individual stocks at different investment horizons
By Peiró Amado
Quantitative Finance, Vol. 2, Iss. 2, 2002-04 ,pp. :