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Optimal portfolio choice under a liability constraint
6 references·1 citing·21 second hop
Optimal portfolio choice under a liability constraint (2000)Optimal portfolio choice under a liabilit…Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies* (2017)Coping with the Risk of Inter…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…Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies (1971)Coping with the Risk of Inter…Review of the Principles of Life-office Valuations (1952)Review of the Principles of L…Germany's allocation of bilateral adaptation aid: Understanding the role of institutional context in shaping allocation decisions (2024)Germany's allocation of bilat…An Improved Immunization Strategy: M-Absolute (1996)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)A Risk Minimizing Strategy for Portfolio Immunization (1984)Designing an immunized portfolio: Is M-squared the key? (1993)When can you immunize a bond portfolio? (1998)Immunization using a stochastic-process independent multi-factor model: The Portuguese experience (2005)Aid, Policies, and GrowthQualitative research : theory, method and practice (1997)Handling Qualitative Data: A Practical Guide (2005)Duration Forty Years Later (1978)A Multivariate Model of the Term Structure (1980)Term Structure Modeling Using Exponential Splines (1982)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)The Financial Theory of Defined Benefit Pension Schemes (1997)The Cohort Effect: Insights and Explanations (2004)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

  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1952Review of the Principles of Life-office Valuations380 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
  • 1988Immunizing Default-Free Bond Portfolios with a Duration Vector122 cited
  • 1988Duration measures for specific term structure estimations and applications to bond portfolio immunization69 cited

Cited by

  • 2024Germany's allocation of bilateral adaptation aid: Understanding the role of institutional context in shaping allocation decisions2 cited

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