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"The duration derby: a comparison of duration based strategies in asset ..."

Harry Zheng, Lyn C. Thomas, David Edmund Allen (2002)

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DOI: 10.1109/CDC.2002.1184598

access: closed

type: Conference or Workshop Paper

metadata version: 2024-01-24

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Harry Zheng, Lyn C. Thomas, David Edmund Allen:
The duration derby: a comparison of duration based strategies in asset liability management. CDC 2002: 769-774

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