IMMUNIZATION STRATEGIES FOR FUNDING MULTIPLE LIABILITIES

[1] IMMUNIZATION, DURATION, AND TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1977, 12 (05) : 725 - 742

[2] SINGLE FACTOR DURATION MODELS IN A DISCRETE GENERAL EQUILIBRIUM FRAMEWORK [J]. JOURNAL OF FINANCE, 1982, 37 (02) : 325 - 338

[3] MEASURES OF DURATION [J]. ECONOMIC INQUIRY, 1978, 16 (04) : 497 - 507

[4] BIERWAG GO, 1981, J PORTFOLIO MANAGEME, V8, P27

[5] BIERWAG GO, UNPUB J BANK RES

[6] BIERWAG GO, UNPUB INNOVATION BON

[7] Bierwag GO, 1979, J BANK FINANC, V3, P23

[8] DURATION AND THE MEASUREMENT OF BASIS RISK [J]. JOURNAL OF BUSINESS, 1979, 52 (01) : 51 - 61

[9] EZRA DD, 1976, J PORTFOLIO MANAGEME, V3, P50

[10] COPING WITH RISK OF INTEREST-RATE FLUCTUATIONS - RETURNS TO BONDHOLDERS FROM NAIVE AND OPTIMAL STRATEGIES [J]. JOURNAL OF BUSINESS, 1971, 44 (04) : 408 - 431

[1] IMMUNIZATION, DURATION, AND TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1977, 12 (05) : 725 - 742

[2] SINGLE FACTOR DURATION MODELS IN A DISCRETE GENERAL EQUILIBRIUM FRAMEWORK [J]. JOURNAL OF FINANCE, 1982, 37 (02) : 325 - 338

[3] MEASURES OF DURATION [J]. ECONOMIC INQUIRY, 1978, 16 (04) : 497 - 507

[4] BIERWAG GO, 1981, J PORTFOLIO MANAGEME, V8, P27

[5] BIERWAG GO, UNPUB J BANK RES

[6] BIERWAG GO, UNPUB INNOVATION BON

[7] Bierwag GO, 1979, J BANK FINANC, V3, P23

[8] DURATION AND THE MEASUREMENT OF BASIS RISK [J]. JOURNAL OF BUSINESS, 1979, 52 (01) : 51 - 61

[9] EZRA DD, 1976, J PORTFOLIO MANAGEME, V3, P50

[10] COPING WITH RISK OF INTEREST-RATE FLUCTUATIONS - RETURNS TO BONDHOLDERS FROM NAIVE AND OPTIMAL STRATEGIES [J]. JOURNAL OF BUSINESS, 1971, 44 (04) : 408 - 431