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| Author: | Langetieg, T.C. Leibowitz, M.L. Kogelman, S. |
| Title: | Duration targeting and the management of multiperiod returns |
| Journal: | Financial Analysts' Journal
1990 : SEP-OCT, VOL. 46:5, p. 35-45 |
| Index terms: | PORTFOLIO MANAGEMENT BONDS RETURN ON INVESTMENT |
| Language: | eng |
| Abstract: | Analysis of portfolio management duration targeting and multiperiod return management. Duration and bond returns. Multiyear holding period. Duration-targeting strategies. Immunization. Indexation. Active management. The Appendix covers total return on a bond and derivation of the Babcock formula. Three Tables and nine Figures illustrate the study. |
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