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2. Mortgage Rate Insurance in Canada. (1986). Sharp, Keith P..
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3. Mortgage Rate Insurance and the Canadian Mortgage Market: Some Further Reflections. (1985). Pesando, James ; Turnbull, Stuart M..
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1. Bierwag, GO. (1977) `Immunization, Duration and Term Structure of Interest Rates, Journal of Financial and Quantitative Analysis, December, 12:725-742.

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4. Brennan, M.J. and R. Solanki (1981) `Optimal Portfolio Insurance, Journal of Financial and Quantitative Analysis, September, 16: 279-300.

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6. Carr, J.L. and L.B. Smith (1983) `Inflation, Uncertainity and Future Mortgage Instrum ents. In North American Housing Markets into the Twenty-First Century, (eds.) G.W.
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7. Edelstein, R. and K.M. Guttentag (1977) `Interest Rate Change Insurance and Related Proposals to Meet the Needs of Home Buyers and Home Mortgage Lenders in an Inflationary Environment. In Capital Markets and the Housing Sector: Perspectives on Financial Reform, (eds.) R.M. Buckley, J.A. Tucillo, and K.E. Villani. (Cambridge, Mass.: Ballinger Publishing Company).
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8. Fama, E.F. and G.W. Schwert (1977) `Asset Returns and Inflation, Journal of Financial Mortgage Rate Insurance 303 Economics, Novem ber, 4:115-146.

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1. Towards an immunization perfect model?. (2021). Trigo, Eduardo ; Moreno, Rafael ; de la Pea, Joseba Iaki ; Iturricastillo, Ivan ; Roman, Francisco.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1181-1196.

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2. Immunizing a Marked-to-Model Obligation with Marked-to-Market Financial Instruments. (2021). Lapshin, Victor.
   In: HSE Working papers.
   RePEc:hig:wpaper:84/fe/2021.

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3. Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits. (2021). Bravo, Jorge ; Oliveira, Luis ; Simes, Claudia.
   In: Risks.
   RePEc:gam:jrisks:v:9:y:2021:i:4:p:60-:d:524060.

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4. The First Difference Property of the Present Value Operator. (2017). Buser, Stephen A ; Jensen, Bjarne Astrup.
   In: Quarterly Journal of Finance (QJF).
   RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500124.

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5. The performance of deterministic and stochastic interest rate risk measures:. (2014). Oliveira, Luis ; Malcato, Luis ; Nunes, Joo Vidal .
   In: Portuguese Economic Journal.
   RePEc:spr:portec:v:13:y:2014:i:3:p:141-165.

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6. Immunization of Fixed-Income Portfolios Using an Exponential Parametric Model. (2014). Almeida, Caio ; Lund, Bruno.
   In: Brazilian Review of Econometrics.
   RePEc:sbe:breart:v:34:y:2014:i:2:a:18432.

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7. On the mortality/longevity risk hedging with mortality immunization. (2013). Lin, Tzuling ; Tsai, Cary Chi-Liang.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:53:y:2013:i:3:p:580-596.

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8. Actuarial applications of the linear hazard transform in mortality immunization. (2013). Chung, San-Lin ; Tsai, Cary Chi-Liang.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:53:y:2013:i:1:p:48-63.

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9. Creating a synthetic after-tax zero-coupon bond using US Treasury STRIP bonds: implications for the true after-tax spot rate. (2011). Daves, Phillip ; Ehrhardt, Michael .
   In: Applied Financial Economics.
   RePEc:taf:apfiec:v:21:y:2011:i:10:p:695-705.

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10. MODELS OF FINANCIAL IMMUNIZATION: BEHAVIOR ON THE SPANISH PUBLIC DEBT MARKET. (2008). Ruiz-Herrán, Vicente ; Herran, Vicente Ruiz ; Miguel Angel Perez Martínez, ; Miguel Angel Pena Cerezo, .
    In: Global Journal of Business Research.
    RePEc:ibf:gjbres:v:2:y:2008:i:1:p:101-109.

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11. Term Structure Models with Parallel and Proportional Shifts. (2007). Bjork, Tomas ; Armerin, Fredrik ; Jensen, Bjarne Astrup.
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:14:y:2007:i:3:p:243-260.

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12. Valor en Riesgo en carteras de renta fija: una comparación entre modelos empíricos de la estructura temporal. (2006). Muela, Sonia ; Abad, Pilar.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:0604.

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13. A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration. (2006). Diebold, Francis ; Ji, Lei ; Li, Canlin.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:06-017.

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14. Immunization using a stochastic-process independent multi-factor model: The Portuguese experience. (2006). silva, carlos ; Bravo, Jorge.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:1:p:133-156.

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15. Term Structure Models with Parallel and Proportional Shifts. (2005). Bjork, Tomas ; Armerin, Frederik ; Jensen, Bjarne Astrup.
    In: Working Papers.
    RePEc:hhs:cbsfin:2005_005.

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16. Immunization Using a Parametric Model of the Term Structure. (2005). Bravo, Jorge ; Jorge Miguel Ventura Bravo, ; Carlos Manuel Pereira da Silva, .
    In: Economics Working Papers.
    RePEc:evo:wpecon:19_2005.

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17. Immunization of Bond Portfolios: Some New Results. (2002). de la Grandville, Olivier.
    In: FAME Research Paper Series.
    RePEc:fam:rpseri:rp40.

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18. Dispersion measures as immunization risk measures. (2002). Lopez, Susana ; Ibanez, Alfredo ; Balbas, Alejandro.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:6:p:1229-1244.

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19. Embedded options and interest rate risk for insurance companies, banks and other financial institutions. (2000). Lee, Jae Ha, ; Stock, Duane R..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:40:y:2000:i:2:p:169-187.

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20. Impact of Correlation of Asset Value and Interest Rates upon Duration and Convexity of Risky Debt. (2000). Lesseig, Vance P. ; Stock, Duane.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:49:y:2000:i:3:p:289-301.

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21. Bond immunization for additive interest rate shocks. (1998). Copper, Mark ; Barber, Joel .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:22:y:1998:i:2:p:77-84.

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22. A minimax risk strategy for portfolio immunization. (1998). Copper, Mark L. ; Barber, Joel R..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:23:y:1998:i:2:p:173-177.

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23. Una luce nuova su una vecchia storia: La “scindibilitá” di Cantelli-insolera e la struttura a termine dei tassi dinteresse. (1990). Cacciafesta, Fabrizio.
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24. Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs?. (1988). Bodie, Zvi ; Merton, Robert C. ; Marcus, Alan J..
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25. Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs?. (1985). merton, robert ; Marcus, Alan ; Bodie, Zvi.
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26. A SIMPLE FORMULA FOR DURATION. (1985). Lane, William R. ; Greenleaf, Robert W. ; Joules, Reginald G. ; Caks, John .
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    RePEc:bla:jfnres:v:8:y:1985:i:3:p:245-249.

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27. Mortgage Rate Insurance and the Canadian Mortgage Market. (1984). Capozza, Dennis ; Gau, George W..
    In: Canadian Public Policy.
    RePEc:cpp:issued:v:10:y:1984:i:3:p:296-304.

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28. INCORPORATION OF TAX CONSIDERATIONS INTO THE COMPUTATION OF DURATION. (1983). Huffman, Lucy T. ; Hessel, Christopher A..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:6:y:1983:i:3:p:213-215.

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29. OPTIMAL LIQUIDITY POLICY: A STOCHASTIC PROCESS APPROACH. (1982). Emery, Gary W..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:5:y:1982:i:3:p:273-283.

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30. DURATION, PLANNING PERIOD, AND TESTS OF THE CAPITAL ASSET PRICING MODEL. (1980). Kaufman, George G..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:3:y:1980:i:1:p:1-9.

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