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Dynamic portfolio immunization policies

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  • Bierwag, G. O.

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  • Bierwag, G. O., 1979. "Dynamic portfolio immunization policies," Journal of Banking & Finance, Elsevier, vol. 3(1), pages 23-41, April.
    • Handle: RePEc:eee:jbfina:v:3:y:1979:i:1:p:23-41
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    Cited by:

    1. George G. Kaufman, 1980. "Duration, Planning Period, And Tests Of The Capital Asset Pricing Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(1), pages 1-9, March.
    2. Gerald O. Bierwag, 1987. "Bond Returns, Discrete Stochastic Processes, And Duration," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(3), pages 191-209, September.
    3. Zura Kakushadze & Juan Andrés Serur, 2018. "151 Trading Strategies," Springer Books, Springer, number 978-3-030-02792-6, September.
    4. María O González & Frank Skinner & Samuel Agyei-Ampomah, 2013. "Term structure information and bond strategies," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 53-74, July.
    5. L. L. Ghezzi, 1997. "Immunization and Max–Min Optimal Control," Journal of Optimization Theory and Applications, Springer, vol. 95(3), pages 701-711, December.
    6. Ghezzi, Luca Luigi, 1999. "A maxmin policy for bond management," European Journal of Operational Research, Elsevier, vol. 114(2), pages 389-394, April.

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