A Risk Minimizing Strategy for Portfolio Immunization

• 1 December 1984
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 39  (5) , 1541-1546
• https://doi.org/10.2307/2327743

Abstract

Keywords

• MINIMIZING STRATEGY
• INTEREST RATE CHANGE
• PORTFOLIO IMMUNIZATION
• IMMUNIZATION CONSIDER
• INVESTMENT
• FIXED
• INCOME PORTFOLIO
• LOWER LIMIT