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Bond portfolio immunization: Canadian tests

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References

1979A continuous time approach to the pricing of bonds796 cited
2017Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*305 cited
1971Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies271 cited
1961Investments: Analysis and Management.244 cited
1984A Risk Minimizing Strategy for Portfolio Immunization170 cited
1973Investments: Analysis and Management.136 cited
1988Immunizing Default-Free Bond Portfolios with a Duration Vector122 cited
1988Duration Analysis: Managing Interest Rate Risk.95 cited
1983Innovations in bond portfolio management : duration analysis and immunization83 cited
1987BOND PORTFOLIO IMMUNIZATION: TESTS OF MATURITY, ONE‐ AND TWO‐FACTOR DURATION MATCHING STRATEGIES40 cited

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2001Immunization derived from a polynomial duration vector in the Spanish bond market39 cited

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