| 期刊論文| 1. | Fong, H. G.、Vasicek, O.(1984)。A Risk Minimizing Strategy for Portfolio Immunization。The Journal of Finance，39(5)，1541-1546。   | | 2. | Bierwag, G. O.(1979)。Dynamic Portfolio Immunization Policies。Journal of Banking and Finance，3，23-41。 | | 3. | Bierwag, G. O.、Kaufman, G. G.(1977)。Coping with the Risk of Interest Rate Fluctuations: A Note。Journal of Business，50(3)，364-370。 | | 4. | Bierwag, G. O.、Kaufman, G. G.、Toevs, A.(1983)。Bond Portfolio Immunization and Stochastic Process Risk。Journal of Bank Research，13(4)，282-291。 | | 5. | Bierwag, G. O.、Khang, C.(1979)。An Immunization Strategy is a Minimax Strategy。Journal of Finance，34(2)，389-399。 | | 6. | Fisher, L.、Weil, R.(1971)。Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies。Journal of Business，44(4)，408-431。 | | 7. | Cox, John C.、Ingersoll, Jonathan E.、Ross, Stephen A.(1979)。Duration and the Measurement of Basis Risk。Journal of Business，52(1)，51-61。 | | 8. | Chambers, D. R.、Carleton, W. T.、McEnally, R. W.(1988)。Immunizing Default-free Bond Portfolio with a Duration Vector。Journal of Financial and Quantitative Analysis，23(1)，89-104。 | | 9. | Khang, C.(1979)。Bond Immunization When Short-term Rates Fluctuate More Than Long-term Rates。Journal of Financial and Quantitative Analysis，14(5)，1085-1090。 | 學位論文| 1. | Hackett, T. W.(1978)。A Simulation Analysis of Immunization Strategies Applied to Bond Portfolios(博士論文)。Univ. of Oregon。 | | 2. | Lau, W. P.(1983)。An Empirical Examination of Alternative Interest Rate Risk Immunization Strategies(博士論文)。Univ. of Wisconsin Madison。 | 圖書| 1. | Fabozzi, F. J.、Fong, H. G.(1985)。Fixed Income Portfolio Management。Homewood, Illinois：Dow Jones-Irwin。 | | 2. | Bierwag, G. O.(1987)。Duration Analysis: Managing Interest Risk。Cambridge, MA：Ballinger。 | 圖書論文| 1. | Ingersoll, J.(1983)。Is Immunization Feasible? Evidence from CRSP Data。Innovations in Bond Portfolio Management: Duration Analysis and Immunization。Greenwich, Conn：JAI。 | | 2. | Brenan, W. J.、Schwartz, E. S.(1983)。Duration, Bond Pricing, and Portfolio Management。Innovations in Bond Portfolio Management: Durati on Analysis and Immunization。Greenwich, Conn.：JAI。 | | 3. | Bierwag, G. O.、Kaufman, G. G.、Schweitzer, R.、Toevs, A.(1983)。The Art of Risk Management in Bond Portfolio。Innovations in Bond Portfolio Management: Duration Analysis and Immunization。Greenwich, Conn.：JAI。 | |