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Can Large Pension Funds Use Derivatives to Effectively Manage Risk and Enhance Investment Performance—Case Study: Key Rate Duration Adjustment
originally presented in January 2017 shortly after the U.S. General Elections. We decided to keep the data as-is ... volatility as well as a significant move higher in U.S. interest rates. The move in rates was great enough ...- Authors: David Gibbs
- Date: Feb 2018
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management