The duration of equities

Student thesis: Doctoral Thesis


duration is normally used to assess interest rate risk of fixed income financial instruments. Other instrments like stocks can however also have an interest risk component in their price behaviour.
Date of Award1996
Original languageEnglish
SupervisorFreddy Van Den Spiegel (Promotor) & Joseph Vuchelen (Jury)


  • duration
  • equities

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