Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/10252
Title: Liability funding strategy : cash matching.
Authors: Han, Yiling.
Lim, Chuan Jie.
Neo, Zhi Wei.
Keywords: DRNTU::Business::Finance::Portfolio management
Issue Date: 2006
Abstract: In this paper, we explore the liability funding strategy of a passive portfolio management - cash matching. Using a cash matching technique which allow for reinvesting surpluses, we constructed a bond portfolio from a security universe of plain vanilla, investment grade bonds.
URI: http://hdl.handle.net/10356/10252
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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