Immunization using principal component analysis - An immunization strategy based upon historical term structure shifts. Article

Barber, JR, Copper, ML. (1996). Immunization using principal component analysis - An immunization strategy based upon historical term structure shifts. . JOURNAL OF PORTFOLIO MANAGEMENT, 23(1), 99-+. 10.3905/jpm.1996.409574

keywords

  • Business & Economics
  • Business, Finance
  • Social Sciences

Digital Object Identifier (DOI)

publisher

  • INSTITUTIONAL INVESTOR INC

start page

  • 99

end page

  • +

volume

  • 23

issue

  • 1