Hedging Long-Duration Liabilities with Levered
Short-Duration Bonds
Sunder Ramkumar and Sami Mesrour
The Journal of Fixed Income Summer 2011, 21 (1) 42-54; DOI: https://doi.org/10.3905/jfi.2011.21.1.042
Sunder Ramkumar
is a director in the Multi-Asset Client Solutions Group at BlackRock in San Francisco, CA.
Sami Mesrour
is a director in the Fixed Income Portfolio Management Team at BlackRock in San Francisco, CA.
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Hedging Long-Duration Liabilities with Levered
Short-Duration Bonds
Short-Duration Bonds
Sunder Ramkumar, Sami Mesrour
The Journal of Fixed Income Jun 2011, 21 (1) 42-54; DOI: 10.3905/jfi.2011.21.1.042