%0 Journal Article %A A. A. Dirotchka %A I. S. Menshikov %T Profit and duration of obligation portfolios %J Matematičeskoe modelirovanie %D 2000 %P 93-106 %V 12 %N 8 %I mathdoc %U http://geodesic.mathdoc.fr/item/MM_2000_12_8_a12/ %G ru %F MM_2000_12_8_a12