Showing 41 - 50 of 53
Persistent link: https://www.econbiz.de/10006641653
Persistent link: https://www.econbiz.de/10006689445
Persistent link: https://www.econbiz.de/10006660425
Persistent link: https://www.econbiz.de/10006672090
Persistent link: https://www.econbiz.de/10006347785
Persistent link: https://www.econbiz.de/10005918103
Persistent link: https://www.econbiz.de/10005918916
Persistent link: https://www.econbiz.de/10007993330
Persistent link: https://www.econbiz.de/10009818689
Macaulay duration matched strategy is a key tool in bond portfolio immunization. It is well known that if term structures are not flat or changes are not parallel, then Macaulay duration matched portfolio can not guarantee adequate immunization. In this paper the approximate duration is proposed...
Persistent link: https://www.econbiz.de/10005486649