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
University of Southampton
Zheng, Harry
a959cd03-ced4-4102-8f4b-1b57a6f27941
Thomas, Lyn C.
a3ce3068-328b-4bce-889f-965b0b9d2362
Allen, David E.
74df427c-ff62-4280-b16c-9d43b9767c3a
2001
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)
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
Catalogue record
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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