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Duration Matching: Does It Take Us Where We Want To Go?
Duration Matching: Does It Take Us Where We Want To Go? This article explains how duration matching as an asset/liability management tool is insufficient and can lead to a suboptimal asset mix.- Authors: Yuan Chang
- Date: Nov 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Finance & Investments>Asset liability management