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An immunization-hedging investment strategy for a future portfolio of corporate bonds

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  • Albrecht, Tony J.

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  • Albrecht, Tony J., 1984. "An immunization-hedging investment strategy for a future portfolio of corporate bonds," ISU General Staff Papers 1984010108000017524, Iowa State University, Department of Economics.
    • Handle: RePEc:isu:genstf:1984010108000017524
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    References listed on IDEAS

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    1. Bierwag, G O & Kaufman, George G, 1977. "Coping with the Risk of Interest-Rate Fluctuations: A Note," The Journal of Business, University of Chicago Press, vol. 50(3), pages 364-370, July.
    2. Bierwag, G O, 1978. "Measures of Duration," Economic Inquiry, Western Economic Association International, vol. 16(4), pages 497-507, October.
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