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The duration derby: a comparison of duration based strategies in asset liability management

The duration derby: a comparison of duration based strategies in asset liability management
The duration derby: a comparison of duration based strategies in asset liability management
01-176
University of Southampton
Zheng, Harry
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Thomas, Lyn C.
a3ce3068-328b-4bce-889f-965b0b9d2362
Allen, David E.
74df427c-ff62-4280-b16c-9d43b9767c3a
Zheng, Harry
a959cd03-ced4-4102-8f4b-1b57a6f27941
Thomas, Lyn C.
a3ce3068-328b-4bce-889f-965b0b9d2362
Allen, David E.
74df427c-ff62-4280-b16c-9d43b9767c3a

Zheng, Harry, Thomas, Lyn C. and Allen, David E. (2001) The duration derby: a comparison of duration based strategies in asset liability management (Discussion Papers in Accounting and Management Science, 01-176) Southampton, UK. University of Southampton 10pp.

Record type: Monograph (Discussion Paper)
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01-176.pdf - Other
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More information

Published date: 2001
Additional Information: ISSN 1356-3548

Identifiers

Local EPrints ID: 36115
URI: http://eprints.soton.ac.uk/id/eprint/36115
PURE UUID: d595858c-cf8a-4137-ad66-f9c455975da8

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Date deposited: 25 May 2006
Last modified: 15 Mar 2024 07:55

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Contributors

Author: Harry Zheng
Author: Lyn C. Thomas
Author: David E. Allen

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