Using the Contingent Immunization to Invest in the Bond Market and the Stock Market
碩士 === 國立臺灣大學 === 商學研究所 === 87 === The contingent immunization is the strategy that can protect a portfolio against the changes of interest rate. It is the strategy that a manager can construct a portfolio freely as long as the total return of the portfolio is higher than the return which...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/87017502940347729261 |