Partial immunization bounds and non-parallel term structure shifts

Geoffrey Poitras

Year of publication:	2013
Authors:	Poitras, Geoffrey
Published in:	Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 8.2013, 2, p. 1-27
Subject:	Term structure \| immunization \| fixed income portfolio management \| duration \| convexity \| Portfolio-Management \| Portfolio selection \| Zinsstruktur \| Yield curve \| Theorie \| Theory \| Anleihe \| Bond

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