Miron Rozenkranz

Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management

Haifa 32000

Israel

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Scholarly Papers (1)

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International Hedge of Fixed-Income Contracts

Journal of Portfolio Management, Vol. 27, No. 2, pp. 91-100, Winter 2001
Number of pages: 10 Posted: 05 Feb 2008 Last Revised: 08 Oct 2013
Shmuel Hauser, Miron Rozenkranz, Uri Ben-Zion and Uzi Yaari
Ben-Gurion University of the Negev - School of Management, Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management, Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and Rutgers University
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Abstract:

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fixed-income contracts, international hedge, duration match, immunization