An analysis of the hedging approach to modelling pension fund liabilities
Year of publication: |
2003
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Authors: | Randall, John ; Satchell, Stephen |
Published in: |
Asset and liability management tools. - London : Risk, ISBN 1-904339-06-9. - 2003, p. 65-90
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Subject: | Hedging | Pensionskasse | Pension fund | Theorie | Theory | Portfolio-Management | Portfolio selection |
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