Describes an empirical approach to immunization using principal component analysis applied
to historical term structure data. Demonstration of the use of empirically determined shifts …

An important issue in interest rate modeling is the number and nature of the random factors
driving the evolution of the yield curve. This paper uses principal component analysis to …

… Our study indicates that copper isotope variations may be used to decipher details of natural
… and exploitation of copper deposits. On the other hand, copper isotope analyses of single …

This paper develops a minimax immunization strategy for an infinite factor interest rate model.
The risk of a portfolio of cash flows is measured as the maximum sensitivity of the portfolio …

A common criticism of immunization theory is that the convexity property of an immunized
portfolio provides investors with a" free lunch." It is argued that traditional theory does not have …

This paper explores bond immunization for additive term structure models. This class of term
structures contains many models that are commonly used in the duration and immunization …

It is often argued that an immunization strategy violates arbitrage-free equilibrium. Because
immunization is a static concept, we contend that this argument is not valid. This paper …

… Moreover, addition of a slight molar excess of copper, but not iron or zinc, to medium
containing the chelator prevented changes in cellular copper status and IL—2 production …

… We would like to thank Mark Baker for his assistance in the operation of the mass spectrometer.
The manuscript was improved by the comments from an anonymous reviewer and the …

… is no copper isotope fractionation between secondary copper … identical in primary and
secondary copper ore minerals, presupposing … This may mark the need for more copper and, as a …