Explore comprehensive strategies to immunize bond portfolios against interest rate fluctuations. Learn how to match asset and liability durations, maintain balance through rebalancing, and apply these concepts in real-world scenarios like pension fund management.
Learn how to mitigate interest rate risk through duration matching in bond investments. Explore strategies, steps, limitations, and real-world applications.
Explore the intricacies of Single-Period Immunization, a key strategy in fixed income investment that safeguards bond portfolios against interest rate fluctuations. Learn how to match portfolio duration to investment horizons for effective risk management.
Learn how to construct a bond portfolio by defining investment objectives, determining risk tolerance, selecting strategies, and choosing bonds based on credit quality, duration, and sector.