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

Access to Document

10.3905/jpm.2001.319795

Cite this

@article{00520651cd4a496da5826dd468047366,

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",

year = "2001",

month = jan,

day = "1",

doi = "10.3905/jpm.2001.319795",

language = "English",

volume = "27",

pages = "91--100",

journal = "Journal of Portfolio Management",

issn = "0095-4918",

publisher = "Portfolio Management Research",

number = "2",

}

TY - JOUR

T1 - International hedge of fixed-income contracts

T2 - Replication of domestic immunization may be too costly

AU - Hauser, Shmuel

AU - Rozenkranz, Miron

AU - Ben-Zion, Uri

AU - Yaari, Uzi

PY - 2001/1/1

Y1 - 2001/1/1

UR - https://www.scopus.com/pages/publications/0035650131

U2 - 10.3905/jpm.2001.319795

DO - 10.3905/jpm.2001.319795

M3 - Article

AN - SCOPUS:0035650131

SN - 0095-4918

VL - 27

SP - 91

EP - 100

JO - Journal of Portfolio Management

JF - Journal of Portfolio Management

IS - 2

ER -

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

ASJC Scopus subject areas

Access to Document

Other files and links

Cite this