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Immunization Strategies for Funding Multiple Liabilities
3 references·4 citing·26 second hop
Immunization Strategies for Funding Multiple Liabilities (1983)Immunization Strategies for Funding Multi…Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies* (2017)Coping with the Risk of Inter…Duration Forty Years Later (1978)Duration Forty Years LaterImmunization, Duration, and the Term Structure of Interest Rates (1977)Immunization, Duration, and t…A contingent claims analysis of the interest rate risk characteristics of corporate liabilities (1996)A contingent claims analysis …A classification of structured bond portfolio modeling techniques (1990)A classification of structure…Immunization of multiple liabilities (1988)Immunization of multiple liab…On the Fisher-Weil immunization theorem (1987)On the Fisher-Weil immunizati…A continuous time approach to the pricing of bonds (1979)A Theory of the Term Structure of Interest Rates (1985)Term Structure Movements and Pricing Interest Rate Contingent Claims (1986)Value and Capital (1939)The Desirability of Price Instability Under Perfect Competition (1961)Asset Values, Interest-Rate Changes, and Duration (1977)Bond Immunization When Short-Term Interest Rates Fluctuate More than Long-Term Rates (1979)A Risk Minimizing Strategy for Portfolio Immunization (1984)A note on Shiu—Fisher—Weil immunization theorem (1991)When can you immunize a bond portfolio? (1998)From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’ (2017)Review of the Principles of Life-office Valuations (1952)Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies (1971)Constrained smoothing -splines for the term structure of interest rates (2009)Mean-Risk Analysis with Risk Associated with Below-Target Returns (1975)An equilibrium characterization of the term structure (1977)Chapter 13 The term structure of interest rates (1990)Default Risk and the Duration of Zero Coupon Bonds (1990)Dynamic Asset Allocation and Fixed Income Management (1999)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Effective duration of callable corporate bonds: Theory and evidence (2003)A comprehensive structural model for defaultable fixed-income bonds (2010)A Multivariate Model of the Term Structure (1980)Term Structure Modeling Using Exponential Splines (1982)
this work references cited by second hop

References

  • 2017Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*305 cited
  • 1978Duration Forty Years Later184 cited
  • 1977Immunization, Duration, and the Term Structure of Interest Rates172 cited

Cited by

  • 1987On the Fisher-Weil immunization theorem40 cited
  • 1988Immunization of multiple liabilities36 cited
  • 1990A classification of structured bond portfolio modeling techniques32 cited
  • 1996A contingent claims analysis of the interest rate risk characteristics of corporate liabilities23 cited

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