International hedge of fixed-income contracts: Replication of domestic immunization may be too costly

Shmuel Hauser; Miron Rozenkranz; Uri Ben-Zion; Uzi Yaari

doi:10.3905/jpm.2001.319795

International hedge of fixed-income contracts: Replication of domestic immunization may be too costly

Shmuel Hauser, Miron Rozenkranz, Uri Ben-Zion, Uzi Yaari

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Original language	English
Pages (from-to)	91-100
Number of pages	10
Journal	Journal of Portfolio Management
Volume	27
Issue number	2
DOIs	https://doi.org/10.3905/jpm.2001.319795
State	Published - 1 Jan 2001

ASJC Scopus subject areas

Accounting
General Business, Management and Accounting
Finance
Economics and Econometrics

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10.3905/jpm.2001.319795

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title = "International hedge of fixed-income contracts: Replication of domestic immunization may be too costly",

author = "Shmuel Hauser and Miron Rozenkranz and Uri Ben-Zion and Uzi Yaari",

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AU - Hauser, Shmuel

AU - Rozenkranz, Miron

AU - Ben-Zion, Uri

AU - Yaari, Uzi

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International hedge of fixed-income contracts: Replication of domestic immunization may be too costly

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