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|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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