| dc.contributor.author |
Kruger, Machiel Frederick |
en_US |
| dc.contributor.author |
Raubenheimer, Helgard |
en_US |
| dc.date.accessioned |
2012-02-29T09:51:53Z |
|
| dc.date.available |
2012-02-29T09:51:53Z |
|
| dc.date.issued |
2010 |
en_US |
| dc.identifier.citation |
Kruger, M.F. & Raubenheimer, H. 2010. Generating interest rate scenarios for fixed income portfolio optimisation. South African actuarial journal, 10:1-42 [http://www.ajol.info/index.php/saaj] [http://www.journals.co.za/ej/ejour_actu.html] |
en_US |
| dc.identifier.issn |
1680-2179 |
en_US |
| dc.identifier.uri |
http://hdl.handle.net/10394/6073 |
|
| dc.publisher |
Actuarial Society of South Africa (ASSA) |
en_US |
| dc.title |
Generating interest rate scenarios for fixed income portfolio optimisation |
en_US |