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Does Macaulay duration provide the most cost-effective immunization method: A theoretical approach
Zaremba, Leszek
- In:
Foundations of Management
9
(
2017
)
1
,
pp. 99-110
determined as a
barbell
strategy
(portfolio) built up with 2 zero-coupon bearing bonds with maximal and respective minimal …
Persistent link: https://www.econbiz.de/10011923149
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2
Does Macaulay duration provide the most cost-effective immunization method : a theoretical approach
Zaremba, Leszek
- In:
Foundations of Management : the journal of Warsaw …
9
(
2017
)
1
,
pp. 99-110
determined as a
barbell
strategy
(portfolio) built up with 2 zero-coupon bearing bonds with maximal and respective minimal …
Persistent link: https://www.econbiz.de/10011856311
Saved in:
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