Abstract

Due to the rapidly expanding bond market and the growing variety of bond types, investors must take on a lot of risks in the investing market. As a result, this article explains and examines how to benefit from the duration matching immunization method, namely the maturity immunity of bond portfolio to ensure return, in order to get consistent profit income and prevent interest risk. The investment portfolio is developed to determine the matching analysis of maturity and yield and maturity and investment cycle after the screening phase of the bond market. It is proposed and the flaws are highlighted in accordance with the interest rate fluctuations of the bond market with the maturity immunization portfolio, in order to give investors pertinent recommendations on how to maintain the stability of income and mitigate the loss of interest rate change.

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