Download or read book Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The Whartons Financial Institutions Center of the Wharton School at the University of Pennsylvania presents the full text of the October 2000 article entitled "Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market," written by Marida Bertocchi, Rosella Giacometti, and Stavros A. Zenios. The text is available in PDF format. This paper discusses a multi-factor model for the yields of corporate bonds that allows the analysis of factors which influence the changes in the term structure of corporate bonds.