Title:

Immunization Using a Stochastic-Process Independent Multi-Factor Model: The Portuguese Experience

Authors:

Jorge Miguel Ventura Bravo (U Évora)
Carlos Manuel Pereira da Silva (UTL)

Journal:

Journal of Banking and Finance

Year:

2006

Volume:

30

Pages:

133-156

JEL codes:

G11 - Portfolio Choice; Investment Decisions
E43 - Determination of Interest Rates; Term Structure of Interest Rates
H63 - Debt; Debt Management