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Bond portfolio immunization · Study

WorkBond portfolio immunization

Unknown author1985

Work1985

Bond portfolio immunization

Unknown author

21 citations·0/0 files stored·Journal of Banking & Finance

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Stochastic processes and financial applications Financial Markets and Investment Strategies Risk Management in Financial Firms

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2017Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*1971Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies 1977Immunization, Duration, and the Term Structure of Interest Rates 1983Duration: Its Development and Use in Bond Portfolio Management 1979Bond Immunization When Short-Term Interest Rates Fluctuate More than Long-Term Rates 1977Coping with the Risk of Interest-Rate Fluctuations: A Note

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1993Financial risk and financial risk management technology (RMT)

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1979An Immunization Strategy is a Minimax Strategyarticle · 5 shared references 1980DURATION, PLANNING PERIOD, AND TESTS OF THE CAPITAL ASSET PRICING MODELarticle · 5 shared references 2005Immunization using a stochastic-process independent multi-factor model: The Portuguese experiencearticle · 4 shared references 1998When can you immunize a bond portfolio?article · 4 shared references 2013On the mortality/longevity risk hedging with mortality immunizationarticle · 4 shared references 1984Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effectsarticle · 4 shared references

Details

Year1985

Typeother

Published1985-12-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations21

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0378-4266(85)90012-3

openalex_workW1555811904

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