Chacko, George C., Peter A. Hecht, Vincent Dessain, and Anders Sjoman. "Note on Duration and Convexity." Harvard Business School Background Note 205-025, August 2004. (Revised September 2004.) ...

These purchases are for "convexity" buying that helps offset ... To keep their portfolio duration in line with their benchmarks, MBS investors will buy either Treasuries, or Treasury futures.

and Walter P. Heller. "Mathematical Analysis and Convexity with Applications to Economics." In Handbook of Mathematical Economics, Vol. 1, edited by Kenneth J. Arrow and Michael D. Intriligator.