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Generating interest rate scenarios for fixed income portfolio optimisation

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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


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