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  • Algorithms for Cash-Flow Matching
    Algorithms for Cash-Flow Matching This paper presents enhancements to the classical cash-flow matching approach to developing fixed income portfolio investment strategy by allowing cash ...

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    • Authors: Elias Shiu, Rama Kocherlakota, E S Rosenbloom
    • Date: Oct 1988
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments>Investment strategy - Finance & Investments