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- W2357777164 abstract "Institutional investors usually make use of duration to take portfolio management on fixed income securities in order to avoid interest rate risk.In Dec.2005,the first mortgage-backed security was issued in China.This article will introduce the development of duration theory,and analyze the international popular duration measurement of mortgage-backed security.Taking the status quo of finance market of China into account,I make some adjustment to the duration measurement in order to make suggestions for national institutional investors to select the appropriate duration measurement of mortgage-backed security." @default.
- W2357777164 created "2016-06-24" @default.
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- W2357777164 date "2008-01-01" @default.
- W2357777164 modified "2023-09-23" @default.
- W2357777164 title "Research on Duration Measurement of Mortgage-backed Security of China" @default.
- W2357777164 hasPublicationYear "2008" @default.
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