On a Bond Portfolio Guarantying a Minimal Return

Alina Kondratiuk-Janyska () and Marek Kałuszka ()
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Alina Kondratiuk-Janyska: Technical University of Łódź, Poland
Marek Kałuszka: Technical University of Łódź, Poland

Chapter 13 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2008, vol. 6, pp 177-192 from University of Lodz

Abstract: Kondratiuk-Janyska and Kałuszka (Chapter 13) generalize some mathematical results on immunization of the bond portfolio.

Keywords: Bond portfolio; Minimal rate of return (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:ann:findec:book:y:2008:n:06:ch:13:mon

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