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Can Large Pension Funds Use Derivatives to Effectively Manage Risk and Enhance Investment Performance—Case Study: Key Rate Duration Adjustment
rewards are theoretically endless. Due to the dynamic aspects of how long option positions respond to ... effective- ness of a KRD adjustment and compare the dynamic aspects of long options positions to an equivalent ...- Authors: David Gibbs
- Date: Feb 2018
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management