The Tradeoff between Return and Risk in Immunized Portfolios

Author:

Fong H. Gifford,Vasicek Oldrich

Publisher

John Wiley & Sons, Inc

Reference9 articles.

1. Measures of Duration;Bierwag;Economic Inquiry

2. Immunizing Strategies for Funding Multiple Liabilities;Bierwag;Journal of Financial and Quantitative Analysis

3. Brennan , M. E. Schwartz 1983 Duration, Bond Pricing and Portfolio Management G.O. Bierwag G.G. Kaufman A. Toevs Innovations in Bond Portfolio Management: Duration Analysis and Immunization Greenwich, CT JAI Press

4. Duration and Measurement of Basis Risk;Cox;Journal of Business

5. Coping with the Risk of Interest Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies;Fisher;Journal of Business

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