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Glossary > M > "Multiperiod immunization" Definition

Multiperiod immunization

A portfolio strategy in which a portfolio is created that will be capable of satisfying more than one predetermined future liability regardless of interest rate changes.

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Multiperiod immunization - A portfolio strategy in which a portfolio is created that will be capable of satisfying more than one predetermined future liability regardless of interest rate changes.

Multiperiod immunization : a portfolio strategy in which a portfolio is created that will be capable of satisfying more than one predetermined future liability regardless of interest rate changes.