La Gestión Pasiva de las Carteras de Renta Fija (The Passive Management of Fixed Income Portfolios)

Monografías de Juan Mascareñas sobre Finanzas Corporativas, ISSN: 1988-1878, 2006

41 Pages Posted: 22 Aug 2013 Last revised: 27 Mar 2020

See all articles by Juan Mascareñas

Juan Mascareñas

Universidad Complutense de Madrid

Date Written: February 1, 2016

Abstract

Spanish Abstract: Esta monografía introduce a las principales técnicas de la gestión pasiva de las carteras de renta fija: indexación de carteras, inmunización, inmunización contingente, y correspondencia entre flujos de tesorería.

English Abstract: This monograph shows the main passive management techniques applied in fixed income portfolios: bond indexation, immunization, contingent immunization, cash flow matching.

Note: Downloadable document is in Spanish.

Keywords: immunization, tracking error, bond indexation, cash flow matching

JEL Classification: G12

Suggested Citation

Mascareñas, Juan, La Gestión Pasiva de las Carteras de Renta Fija (The Passive Management of Fixed Income Portfolios) (February 1, 2016). Monografías de Juan Mascareñas sobre Finanzas Corporativas, ISSN: 1988-1878, 2006, Available at SSRN: https://ssrn.com/abstract=2314541

Juan Mascareñas (Contact Author)

Universidad Complutense de Madrid ( email )

Avda. de Séneca 2
Madrid, 28040
Spain

HOME PAGE: http://www.ucm.es

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
1,517
Abstract Views
2,733
rank
14,603
PlumX Metrics