Explore the practical application of immunization strategies in fixed income portfolio management with a detailed case study of a pension fund. Learn how to match asset duration with liability duration to protect against interest rate fluctuations.
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.