duration and convexity hedging in a bond portfolio

I understand the concepts of Duration and Convexity when talking about bonds. Is my understanding of how we hedge, and add / remove duration and convexity from a bond portfolio?

Generally, if the market expectation is for rates to rise then longer duration bonds would have a greater loss than shorter duration bonds. To hedge this there are a number of options:

• you could sell longer duration bonds and buy shorter duration bonds
• You could buy a CDS
• Moving into some form of convertible debt might help (although you typically have negative convexity)
• Potentially a covered call strategy might be applicable

If this is not the correct place to post, please let me know and I will move it to the appropriate location. Thanks.