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  • Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004
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  • Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004
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Kałuszka, Marek (1)
Kondratiuk-Janyska, Alina (1)SubjectBond portfolio (1)duration (1)immunization (1)... View MoreDate Issued2004 (1)Has File(s)Yes (1)

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On Duration-Dispersion Strategies for Portfolio Immunization 

Kałuszka, Marek; Kondratiuk-Janyska, Alina (Wydawnictwo Uniwersytetu Łódzkiego, 2004)
This paper deals with new immunization strategies for a noncallable and default-free bond portfolio. This approach refers to the Fong and Vasicek (1984), the Nawalkha and Chambers (1996), the Balbàs and Ibáňez (1998), and ...

University of Lodz Repository

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