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Benchmarking Investment Performance
matches the liability. Another is to create a dynamic strategy that synthesizes the liability. These ... the left. I mentioned replicating options with dynamic strategies. A buy-low-sell-high strategy is very ...- Authors: Anson Glacy, Scott S Hartz, William H Panning
- Date: May 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments