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ArticleBond portfolio immunization: Canadian tests

Iraj J. Fooladi1992

Article1992

Bond portfolio immunization: Canadian tests

Iraj J. Fooladi · Gordon S. Roberts

32 citations·0/0 files stored·Journal of Economics and Business

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

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1979A continuous time approach to the pricing of bonds 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 1961Investments: Analysis and Management.1984A Risk Minimizing Strategy for Portfolio Immunization 1973Investments: Analysis and Management.1988Immunizing Default-Free Bond Portfolios with a Duration Vector 1988Duration Analysis: Managing Interest Rate Risk.

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2001Immunization derived from a polynomial duration vector in the Spanish bond market

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2005Immunization using a stochastic-process independent multi-factor model: The Portuguese experiencearticle · 7 shared references 1993Designing an immunized portfolio: Is M-squared the key?article · 5 shared references 1998When can you immunize a bond portfolio?article · 5 shared references 1987BOND RETURNS, DISCRETE STOCHASTIC PROCESSES, AND DURATIONarticle · 5 shared references 2001Immunization derived from a polynomial duration vector in the Spanish bond marketarticle · 4 shared references 2003Generalized M-vector models for hedging interest rate riskarticle · 4 shared references

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Year1992

Typearticle

Published1992-02-01

VenueJournal of Economics and Business

ISSN-L0148-6195

Languageen

Citations32

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ShelfRisk Management in Financial Firms

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doi10.1016/0148-6195(92)90003-s

openalex_workW1964807121

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