On Performance of Immunization Strategies in Setting of US Treasury Term Structure Data

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 17 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2010, vol. 8, pp 237-251 from University of Lodz

Abstract: Finally, in Chapter 17, Kondratiuk-Janyska and Kałuszka illustrated both theoretically and empirically immunization strategies. In particular, they focused on a duration strategy used in bond portfolio selection.

Keywords: Immunization strategies; US Treasury term structure data; Bond portfolio selection (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2010
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