The quality of the approximation to the true AIDS depends on the parameters and the collinearity among the exogenous price variables. In the literature four alternative formulas have been used to ...

Discover how dollar duration (DV01) measures bond price sensitivity to interest rate changes, with insights into its formula, applications, and limitations.

William F. Sharpe, A Linear Programming Algorithm for Mutual Fund Portfolio Selection, Management Science, Vol. 13, No. 7, Series A, Sciences (Mar., 1967), pp. 499-510 ...