486                                                    16

11.          ( )
  :

Kurt Winkelmann, Uses and Abuses of Duration and Convexity, Financial Analysts Journal,
45, no. 5 (September/October 1989), pp. 72-75.

12.         , -
   , .:

Steven I. Dym, Measuring the Risk of Foreign Bonds, Journal of Portfolio Management,
17, no. 2 (Winter 1991), pp. 56-61.

Steven Dym, Global and Local Components of Foreign Bond Risk, Financial Analysts
Journal, 48, no. 2 (March/April 1992), pp. 83-91.

13.         -
:

Martin L. Leibowitz and Alfred Weinberger, Contingent ImmunizationPart I: Risk
Control Procedures, Financial Analysts Journal, 38, no. 6 (November/December 1982),
pp. 17-31.

Martin L. Leibowitz and Alfred Weinberger, Contingent Immunization-Pan II: Problem
Areas, Financial Analysts Journal, 39, no. 1 (January/February 1983), pp. 3950.
Martin L. Leibowitz, The Dedicated Bond Portfolio in Pension Funds-Part I: Motivations
and Basics, Financial Analysts Journal, 42, no. 1 (January/February 1986), pp. 69-75.
Martin L. Leibowitz, The Dedicated Bond Portfolio in Pension FundsPart II:

Immunization, Horizon Matching, and Contingent Procedures, Financial Analysts Journal,
42, no. 2 (March/April 1986), pp. 47-57.

14.      .  :

Sidney Homer and Martin L. Leibowitz, Inside the Yield Book (Englewood Cliffs, NJ:

Prentice Hall, 1972), Chapters 6-7.

Martin L. Leibowitz, Horizon Analysis for Managed Bond Portfolios, Journal of Portfolio

Management, 1, no. 3 (Spring 1975), pp. 2334.

Martin L. Leibowitz, An Analytic Approach to the Bond Market, in Financial Analyst's

Handbook, ed. SumnerN. Levine (Homewood, IL: Dow Jones-Irwin, 1975), pp. 226277.

Marcia Stigum and Frank J. Fabozzi, The Dow Jones-Irwin Guide to Bond and Money

Market Investments (Homewood, IL: Dow Jones-Irwin, 1987), Chapter 16.

15.       :

Jerome S. Osteryoung, Gordon S. Roberts, and Daniel E. McCarty, Ride the Yield Curve

When Investing Idle Funds in Treasury Bills?, Financial Executiver, 47, no. 4 (April 1979),

pp. 10-15.

Edward A. Dyl and Michael D. Joehnk, Riding the Yield Curve: Does It Work? Journal

of Portfolio Management, 1 , no. 3 (Spring 1981), pp. 13-17.

Marcia Stigum and Frank J. Fabozzi, The Dow Jones-Irwin Guide to Bond and Money

Market Investments (Homewood, IL: Dow Jones-Irwin, 1987), pp. 270272.

Frank J. Jones, Yield Curve Strategies, Journal of Fixed Income, 1, no. 2 (September

1991), pp. 43-51.

Robin Grieves and Alan J. Marcus, Riding the Yield Curve: Reprise, Journal of Portfolio

Management, 18, no. 4 (Summer 1992), pp. 6776.

16.        :

Ehud I. Ronn, A New Linear Programming Approach to Bond Portfolio Management, Journal
of Financial and Quantitative Analysis, 22, no. 4 (December 1987), pp. 439-466.
Michael C. Ehrhardt, A New Linear Programming Approach to Bond Portfolio
Management: A Comment, Journal of Financial and Quantitative Analysis, 24, no. 4
(December 1989), pp. 533-537.