Designing an immunized portfolio: Is M-squared the key?

B-Tier

Journal: Journal of Banking & Finance

Year: 1993

Volume: 17

Issue: 6

Pages: 1147-1170

Authors (3)

Bierwag, Gerald O. (not in RePEc) Fooladi, Iraj (not in RePEc) Roberts, Gordon S.

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count