Immunization as a maxmin strategy-Reference-Cited by-同舟云学术

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Immunization as a maxmin strategy

Published:1986-12 Issue:4 Volume:10 Page:491-509
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Prisman Eliezer Z.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

1. Immunization, duration and the term structure of interest rate;Bierwag;Journal of Financial and Quantitative Analysis,1977

2. Measure of duration;Bierwag;Economic Inquiry,1978

3. An immunization strategy is a minmax strategy;Bierwag;Journal of Finance,1979

4. Duration and bond portfolio analysis: An overview;Bierwag;Journal of Financial and Quantitative Analysis,1978

5. Recent developments in bond portfolio immunization strategies;Bierwag,1982

Cited by 20 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Duration in the Bond Market and Application;Applied Economics and Policy Studies;2023

2. Duration Concepts, Analysis, and Applications;Encyclopedia of Finance;2022

3. Sensitivity-Based Bond Portfolio Immunization with Nonparametric Term Structure Models;SSRN Electronic Journal;2022

4. Model Risk in Bond Portfolio Hedging;SSRN Electronic Journal;2022

5. Duration Concepts, Analysis, and Applications;Encyclopedia of Finance;2021

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