The Comparison of Performance for Bond Portfolio in Taiwan under Different Immunization Strategies
碩士 === 國立交通大學 === 管理科學系所 === 92 === The objective of immunization strategy is to maintain the terminal value of bond portfolio above or close to the target value of portfolio no matter how high or low the interest rate is. The empirical researches in Taiwan concerning immunization strategies and ter...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/t79jzb |