The duration derby : a comparison of duration based strategies in asset liability management
by Harry Zheng ...
| Year of publication: |
June 2001 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Zheng, Harry (contributor) ; Thomas, Lyn C. (contributor) ; Allen, David E. (contributor) |
| Institutions: | School of Finance and Business Economics <Perth, Western Australia> (contributor) |
| Publisher: |
Joondalup, Western Australia : School of Finance and Business Economics |
| Subject: | Bilanzstrukturmanagement | Asset-liability management | Theorie | Theory | Statistische Bestandsanalyse | Duration analysis |
