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Does Macaulay Duration Provide The Most Cost-Effective Immunization Method – A Theoretical Approach

Foundations of Management
Volume 9 (2017): Issue 1 (February 2017)
By:
Open Access
|Mar 2017
DOI: https://doi.org/10.1515/fman-2017-0008 | Journal eISSN: 2300-5661 | Journal ISSN: 2080-7279
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Language: English
Page range: 99 - 110
Published on: Mar 22, 2017
Published by: Warsaw University of Technology
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
barbell strategy,
convexity,
dedicated duration,
Macaulay duration,
unanticipated rate of return
Related subjects:
Computer sciences,
Business computing,
Business and economics,
Business management,
Management accounting, financial controlling, cost calculation, investment

© 2017 Leszek Zaremba, published by Warsaw University of Technology
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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