University of Virginia, Colgate Darden Graduate School of Business Administration. Walt McKibben, Evan Schulman, William Fouse, and Peter Williamson provided valuable comments on an earlier draft of the model.
Risk Estimation in Active Investment Management
Estimating Security Price Risk Using Duration and Price Elasticity
Version of Record online: 30 APR 2012
© 1982 the American Finance Association
The Journal of Finance
Volume 37, Issue 2, pages 399–411, May 1982
How to Cite
WILLIAMS, A. O. and PFEIFER, P. E. (1982), Estimating Security Price Risk Using Duration and Price Elasticity. The Journal of Finance, 37: 399–411. doi: 10.1111/j.1540-6261.1982.tb03562.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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