Hedging interest rate risk using simple, covariance-adjusted and volatility-adjusted immunization strategies : Japanese government bonds : April 1989 to December 2000

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.

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Bibliographic Details
Main Authors:	Lim, Ming Siang, Wee, Hans Hang Leong, Poh, Leong Poh
Other Authors:	Kang, Joseph Choong Seok
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Fixed income::Bonds
Online Access:	http://hdl.handle.net/10356/11590
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Nanyang Technological University

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spelling	sg-ntu-dr.10356-115902023-05-19T06:08:59Z Hedging interest rate risk using simple, covariance-adjusted and volatility-adjusted immunization strategies : Japanese government bonds : April 1989 to December 2000 Lim, Ming Siang Wee, Hans Hang Leong Poh, Leong Poh Kang, Joseph Choong Seok Nanyang Business School DRNTU::Business::Finance::Fixed income::Bonds 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. 2008-09-24T07:56:49Z 2008-09-24T07:56:49Z 2001 2001 Final Year Project (FYP) http://hdl.handle.net/10356/11590 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Fixed income::Bonds
spellingShingle	DRNTU::Business::Finance::Fixed income::Bonds Lim, Ming Siang Wee, Hans Hang Leong Poh, Leong Poh Hedging interest rate risk using simple, covariance-adjusted and volatility-adjusted immunization strategies : Japanese government bonds : April 1989 to December 2000
description	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.
author2	Kang, Joseph Choong Seok
author_facet	Kang, Joseph Choong Seok Lim, Ming Siang Wee, Hans Hang Leong Poh, Leong Poh
format	Final Year Project
author	Lim, Ming Siang Wee, Hans Hang Leong Poh, Leong Poh
author_sort	Lim, Ming Siang
title	Hedging interest rate risk using simple, covariance-adjusted and volatility-adjusted immunization strategies : Japanese government bonds : April 1989 to December 2000
title_short	Hedging interest rate risk using simple, covariance-adjusted and volatility-adjusted immunization strategies : Japanese government bonds : April 1989 to December 2000
title_full	Hedging interest rate risk using simple, covariance-adjusted and volatility-adjusted immunization strategies : Japanese government bonds : April 1989 to December 2000
title_fullStr	Hedging interest rate risk using simple, covariance-adjusted and volatility-adjusted immunization strategies : Japanese government bonds : April 1989 to December 2000
title_full_unstemmed	Hedging interest rate risk using simple, covariance-adjusted and volatility-adjusted immunization strategies : Japanese government bonds : April 1989 to December 2000
title_sort	hedging interest rate risk using simple, covariance-adjusted and volatility-adjusted immunization strategies : japanese government bonds : april 1989 to december 2000
publishDate	2008
url	http://hdl.handle.net/10356/11590
_version_	1770567261097033728

Hedging interest rate risk using simple, covariance-adjusted and volatility-adjusted immunization strategies : Japanese government bonds : April 1989 to December 2000

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