Yield Curve Shifts and the Selection of Immunization Strategies

Parsimonious Modeling of Yield Curves

Charles R. Nelson, Andrew F. Siegel · The Journal of Business · 1987 · 3K citations

Business, Business Economics, Copyright Law +8

Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies

Lawrence Fisher, Roman L. Weil · The Journal of Business · 1971 · 274 citations

Business, Economics, Finance +14

Immunizing Default-Free Bond Portfolios with a Duration Vector

Donald R. Chambers, Willard T. Carleton, Richard W. McEnally · Journal of Financial and Quantitative Analysis · 1988 · 125 citations

Management, Financial Management, Capital Structure +9

Arbitrage‐Based Estimation of Nonstationary Shifts in the Term Structure of Interest Rates

Robert R. Bliss, Ehud I. Ronn · The Journal of Finance · 1989 · 21 citations

Social Sciences, Economics, Finance +16