SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Immunization derived from a polynomial duration vector in the Spanish bond market
14 references·0 citing·26 second hop
Immunization derived from a polynomial duration vector in the Spanish bond market (2001)Immunization derived from a polynomial du…Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies* (2017)Coping with the Risk of Inter…Immunization Using Principal Component Analysis (1996)Immunization Using Principal …An Improved Immunization Strategy: M-Absolute (1996)An Improved Immunization Stra…Designing an immunized portfolio: Is M-squared the key? (1993)Designing an immunized portfo…Non-Parallel Yield Curve Shifts and Immunization (1992)Non-Parallel Yield Curve Shif…Key Rate Durations (1992)Key Rate DurationsBond portfolio immunization: Canadian tests (1992)Bond portfolio immunization: …Common Factors Affecting Bond Returns (1991)Common Factors Affecting Bond…The Structure of Spot Rates and Immunization (1990)The Structure of Spot Rates a…Immunizing Default-Free Bond Portfolios with a Duration Vector (1988)Immunizing Default-Free Bond …Duration measures for specific term structure estimations and applications to bond portfolio immunization (1988)Duration measures for specifi…A Risk Minimizing Strategy for Portfolio Immunization (1984)A Risk Minimizing Strategy fo…The art of risk management in bond portfolios (1981)The art of risk management in…Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies (1971)Coping with the Risk of Inter…Duration and the Measurement of Basis Risk (1979)Default Risk and the Duration of Zero Coupon Bonds (1990)Review of the Principles of Life-office Valuations (1952)Optimal portfolio choice under a liability constraint (2000)Yield Curve Modeling and Forecasting (2013)From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’ (2017)Measuring the Term Structure of Interest Rates (1971)Immunization, Duration, and the Term Structure of Interest Rates (1977)On "Duration" and the Optimal Maturity Structure of the Balance Sheet (1974)Interest Rate Risk Management (1997)Duration models and IRR management: A question of dimensions? (2003)Applying Operations Research Techniques to Financial Markets (2003)Term Structure of Interest Rates (2008)Duration Forty Years Later (1978)A Multivariate Model of the Term Structure (1980)Term Structure Modeling Using Exponential Splines (1982)Generalized M-vector models for hedging interest rate risk (2003)Immunization using a stochastic-process independent multi-factor model: The Portuguese experience (2005)An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates (2008)The Term Structure of Interest Rates as a Random Field (2000)An introduction to market risk measurement (2002)Portfolio Theory and Performance Analysis (2003)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)The Determinants of Credit Spread Changes (2001)Credit Spreads and Business Cycle Fluctuations (2012)Monetary Policy, Loan Liquidation, and Industrial Conflict: The Federal Reserve and the Open Market Operations of 1932 (1984)
this work references cited by second hop

References

  • 1991Common Factors Affecting Bond Returns1,796 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
  • 1984A Risk Minimizing Strategy for Portfolio Immunization170 cited
  • 1992Key Rate Durations160 cited
  • 1988Immunizing Default-Free Bond Portfolios with a Duration Vector122 cited
  • 1996Immunization Using Principal Component Analysis74 cited
  • 1988Duration measures for specific term structure estimations and applications to bond portfolio immunization69 cited
  • 1996An Improved Immunization Strategy: M-Absolute65 cited
  • 1992Non-Parallel Yield Curve Shifts and Immunization65 cited
  • 1990The Structure of Spot Rates and Immunization60 cited
  • 1993Designing an immunized portfolio: Is M-squared the key?55 cited
  • 1981The art of risk management in bond portfolios40 cited
  • 1992Bond portfolio immunization: Canadian tests32 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work