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The art of risk management in bond portfolios
0 references·4 citing·9 second hop
The art of risk management in bond portfolios (1981)The art of risk management in bond portfo…Immunization derived from a polynomial duration vector in the Spanish bond market (2001)Immunization derived from a p…When can you immunize a bond portfolio? (1998)When can you immunize a bond …Duration analysis: Managing interest rate risk (1988)Duration analysis: Managing i…BOND RETURNS, DISCRETE STOCHASTIC PROCESSES, AND DURATION (1987)BOND RETURNS, DISCRETE STOCHA…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)Immunization, Duration, and the Term Structure of Interest Rates (1977)The Determinants and Implications of Matching Maturities (2005)A continuous time approach to the pricing of bonds (1979)Duration and the Measurement of Basis Risk (1979)Common Factors Affecting Bond Returns (1991)Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies* (2017)Theory of Financial Decision Making. (1988)
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  • 1998When can you immunize a bond portfolio?40 cited
  • 2001Immunization derived from a polynomial duration vector in the Spanish bond market39 cited
  • 1988Duration analysis: Managing interest rate risk31 cited
  • 1987BOND RETURNS, DISCRETE STOCHASTIC PROCESSES, AND DURATION28 cited

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