Absolute matching of expected liabilities of an evolving pension fund using positive holdings of fixed interest securities
By: Roger Gay & Richard Kennedy
Series: Graduate School of Management working papers -- 9401; Working paper series (Deakin University. Faculty of Management) ; no.  9401
Publisher: Graduate School of Management, Deakin University
Published: 1994
Place of publication: Malvern, Australia
Language: eng
Number of pages: 30
Subjects: Pension trusts; Interest rate risk; Kennedy, Richard,
Notes: "January 1994."

Includes bibliographical references (p. 11)