The Mean-variance (in) Efficiency of Duration-based Immunization

P Francois, F Moraux - Available at SSRN 4245994, 2022 - papers.ssrn.com
Empirical studies report inconclusive assessment of duration-based immunization, notably
showing that more sophisticated strategies do not outperform immunization relying on …

[CITATION][C] Minimum Variance Immunization

P Francois, F Moraux - Available at SSRN 3737649, 2020