Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/11590
Title: Hedging interest rate risk using simple, covariance-adjusted and volatility-adjusted immunization strategies : Japanese government bonds : April 1989 to December 2000
Authors: Lim, Ming Siang
Wee, Hans Hang Leong
Poh, Leong Poh
Keywords: DRNTU::Business::Finance::Fixed income::Bonds
Issue Date: 2001
Abstract: Assessing the relative performances between simple, covariance-adjusted and volatility-adjusted immunization strategies on a portfolio consisting of Japanese Government Bonds. The data collected for the Japanese Government Bonds cover the period between April 1989 and December 2000.
URI: http://hdl.handle.net/10356/11590
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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