Estimating the Interest Rate Sensitivity of Mixed-Asset Portfolios

Robert R. Johnson; Frank K. Reilly; David J. Wright

doi:10.3905/jwm.2001.320395

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Estimating the Interest Rate Sensitivity of Mixed-Asset Portfolios

Robert R. Johnson, Frank K. Reilly and David J. Wright

The Journal of Wealth Management Spring 2001, 3 (4) 54-60; DOI: https://doi.org/10.3905/jwm.2001.320395

Robert R. Johnson

A senior vice president of the Association for Investment Management and Research in Charlottesville, VA

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Frank K. Reilly

The Bernard J. Hank Professor in the Mendoza School of Business at the University of Notre Dame in Indiana

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David J. Wright

A professor of finance in the College of Business and Technology at the University of Wisconsin-Parkside

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Estimating the Interest Rate Sensitivity of Mixed-Asset Portfolios

Robert R. Johnson, Frank K. Reilly, David J. Wright

The Journal of Wealth Management Jan 2001, 3 (4) 54-60; DOI: 10.3905/jwm.2001.320395

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Estimating the Interest Rate Sensitivity of Mixed-Asset Portfolios

Robert R. Johnson, Frank K. Reilly, David J. Wright

The Journal of Wealth Management Jan 2001, 3 (4) 54-60; DOI: 10.3905/jwm.2001.320395

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