Duration and an alternative bond portfolio immunization strategy.

Immunization is defined as obtaining a realized yield over a planning period which is greater than, or equal to the promised yield to maturity. Researches in the field of bond portfolio immunization for the last ten years suggest that the duration-based-immunization models are useful in practice due...

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Bibliographic Details

Main Author:	Tark, Choong Sup
Other Authors:	Cosimano, Thomas F. (degree committee member.), Jansen, Dennis W. (degree committee member.), Richards, Malcolm R. (degree committee member.)
Format:	Thesis Book
Language:	English
Published:	1987.
Subjects:	Bonds. Portfolio management > Mathematical models. Major economics. Academic theses
Online Access:	Link to OAKTrust copy